+1,657.6%
QLD vs MCK
+442.8%
+1,214.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -1.2% | -2.9% | +1.7% | -0.1% |
| 30D | -3.0% | +0.4% | -3.4% | -3.4% |
| 3M | -2.8% | +12.1% | -14.9% | -8.7% |
| 6M | +32.0% | -5.4% | +37.4% | +32.9% |
| YTD | +27.3% | +7.8% | +19.5% | +19.2% |
| 1Y | +37.9% | +22.9% | +15.0% | +20.2% |
| 3Y | +174.6% | +110.7% | +63.9% | +71.0% |
| 5Y | +124.8% | +346.2% | -221.4% | -11.7% |
| All | +1,657.6% | +442.8% | +1,214.8% | +470.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling