+14.7%
QLD vs MCK
+31.3%
-16.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.1% | +3.8% |
| 7D | -9.4% | +11.3% | -20.7% | -6.5% |
| 30D | -17.1% | +16.8% | -33.9% | -13.2% |
| 3M | -10.4% | +28.9% | -39.3% | -3.4% |
| 6M | +0.7% | +32.7% | -31.9% | +11.3% |
| YTD | +17.7% | +30.8% | -13.0% | +32.8% |
| 1Y | +14.7% | +27.6% | -12.9% | +28.7% |
| All | +14.7% | +31.3% | -16.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling