-99.1%
QID vs MKC
+29.9%
-129.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.6% |
| 7D | +1.3% | -1.5% | +2.7% | +0.6% |
| 30D | +2.9% | -3.1% | +6.1% | +1.4% |
| 3M | -0.7% | +5.2% | -5.9% | +1.7% |
| 6M | -29.7% | -12.8% | -16.9% | -35.1% |
| YTD | -27.9% | -23.3% | -4.6% | -38.2% |
| 1Y | -34.6% | -24.1% | -10.5% | -44.5% |
| 3Y | -73.5% | -32.1% | -41.4% | -78.8% |
| 5Y | -81.0% | -32.8% | -48.2% | -83.9% |
| All | -99.1% | +29.9% | -129.0% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling