-73.0%
QID vs MKC
-31.7%
-41.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.3% |
| 7D | +2.7% | -2.8% | +5.6% | +2.9% |
| 30D | +3.3% | -3.4% | +6.7% | +3.5% |
| 3M | -5.5% | +3.8% | -9.3% | -5.6% |
| 6M | -28.4% | -17.9% | -10.5% | -29.5% |
| YTD | -26.6% | -23.6% | -2.9% | -28.1% |
| 1Y | -34.1% | -23.1% | -11.0% | -35.6% |
| All | -73.0% | -31.7% | -41.4% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling