+122.5%
QLD vs MCK
+344.9%
-222.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.9% | -3.6% | +5.5% | +2.2% |
| 30D | -1.8% | +1.4% | -3.3% | -2.0% |
| 3M | -0.1% | +13.8% | -13.9% | -1.9% |
| 6M | +32.6% | -5.2% | +37.7% | +34.8% |
| YTD | +27.9% | +9.0% | +18.9% | +26.0% |
| 1Y | +40.3% | +26.9% | +13.4% | +32.7% |
| 3Y | +182.5% | +114.7% | +67.7% | +111.0% |
| 5Y | +122.5% | +347.1% | -224.6% | +2.6% |
| All | +122.5% | +344.9% | -222.4% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling