-100.0%
QID vs MKC
+357.1%
-457.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | 0.0% |
| 7D | -2.7% | -4.3% | +1.6% | -6.0% |
| 30D | +1.8% | -2.0% | +3.8% | +0.2% |
| 3M | -2.2% | +10.0% | -12.2% | +4.8% |
| 6M | -32.1% | -18.5% | -13.6% | -43.3% |
| YTD | -28.6% | -22.4% | -6.1% | -43.0% |
| 1Y | -36.3% | -23.6% | -12.7% | -50.1% |
| 3Y | -74.4% | -30.4% | -44.0% | -81.2% |
| 5Y | -80.8% | -34.2% | -46.6% | -85.8% |
| 10Y | -99.1% | +26.8% | -125.9% | -98.3% |
| All | -100.0% | +357.1% | -457.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling