+14.1%
QLD vs MCO
+4.6%
+9.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +7.0% | +0.5% | +6.5% | +6.9% |
| 30D | -14.3% | +9.8% | -24.1% | -15.2% |
| 3M | -16.0% | +4.3% | -20.3% | -16.2% |
| 6M | -14.2% | +16.5% | -30.7% | -17.0% |
| YTD | +12.8% | +0.1% | +12.6% | +16.0% |
| 1Y | +14.1% | +4.4% | +9.6% | +16.5% |
| All | +14.1% | +4.6% | +9.5% | +16.5% |
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