+9,127.5%
QLD vs MCK
+2,222.0%
+6,905.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.2% |
| 7D | +0.6% | +1.7% | -1.2% | -0.6% |
| 30D | -0.1% | +3.6% | -3.7% | -2.7% |
| 3M | -8.4% | +20.1% | -28.4% | -20.4% |
| 6M | +32.2% | -7.0% | +39.2% | +33.9% |
| YTD | +28.9% | +11.0% | +17.9% | +14.2% |
| 1Y | +43.8% | +31.8% | +12.0% | +12.3% |
| 3Y | +176.6% | +123.1% | +53.4% | +39.6% |
| 5Y | +121.6% | +351.7% | -230.1% | -35.1% |
| 10Y | +1,652.9% | +435.4% | +1,217.5% | +309.0% |
| All | +9,127.5% | +2,222.0% | +6,905.5% | +489.7% |
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 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