+7,971.7%
QLD vs MCK
+2,720.2%
+5,251.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.9% |
| 7D | +7.0% | +4.0% | +3.0% | +4.4% |
| 30D | -14.3% | +12.9% | -27.2% | -20.9% |
| 3M | -16.0% | +28.9% | -44.9% | -28.9% |
| 6M | -14.2% | +49.9% | -64.2% | -35.7% |
| YTD | +12.8% | +34.8% | -22.1% | -12.1% |
| 1Y | +14.1% | +30.8% | -16.8% | -9.5% |
| 3Y | +146.0% | +137.4% | +8.5% | +20.6% |
| 5Y | +82.0% | +403.3% | -321.3% | -49.9% |
| 10Y | +1,470.1% | +731.9% | +738.2% | +176.4% |
| All | +7,971.7% | +2,720.2% | +5,251.5% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling