+1,728.6%
QLD vs MCO
+377.3%
+1,351.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.9% |
| 7D | +1.9% | -3.1% | +5.0% | +5.2% |
| 30D | -1.8% | -0.5% | -1.3% | -1.8% |
| 3M | -0.1% | +5.7% | -5.8% | -8.5% |
| 6M | +32.6% | +3.0% | +29.5% | +23.3% |
| YTD | +27.9% | -6.5% | +34.4% | +29.5% |
| 1Y | +40.3% | -5.8% | +46.0% | +38.6% |
| 3Y | +182.5% | +43.1% | +139.4% | +71.0% |
| 5Y | +122.5% | +29.5% | +93.0% | +57.0% |
| 10Y | +1,728.6% | +388.8% | +1,339.7% | +265.3% |
| All | +1,728.6% | +377.3% | +1,351.3% | +265.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling