+76.8%
MKC vs QSR
+206.0%
-129.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.3% | -2.4% | -2.0% | -3.9% |
| 30D | -3.1% | +5.7% | -8.8% | -4.2% |
| 3M | +6.8% | +6.9% | -0.1% | +5.3% |
| 6M | -18.3% | +6.9% | -25.2% | -19.6% |
| YTD | -23.1% | +14.9% | -38.0% | -25.4% |
| 1Y | -23.7% | +29.1% | -52.8% | -27.8% |
| 3Y | -31.0% | +26.1% | -57.1% | -34.8% |
| 5Y | -33.5% | +42.3% | -75.8% | -38.9% |
| 10Y | +30.3% | +134.0% | -103.7% | +6.5% |
| All | +76.8% | +206.0% | -129.1% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling