+14.7%
QLD vs MCO
+9.9%
+4.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.4% |
| 7D | -9.4% | +10.7% | -20.1% | -10.3% |
| 30D | -17.1% | +17.9% | -35.0% | -18.7% |
| 3M | -10.4% | +9.5% | -19.9% | -11.3% |
| 6M | +0.7% | +18.1% | -17.3% | -2.3% |
| YTD | +17.7% | +4.1% | +13.6% | +20.1% |
| 1Y | +14.7% | +9.3% | +5.3% | +16.3% |
| All | +14.7% | +9.9% | +4.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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