+12.7%
QLD vs MCO
+6.7%
+6.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | -1.2% | -2.5% | +1.4% | -0.8% |
| 30D | -15.7% | +9.4% | -25.2% | -16.5% |
| 3M | -10.0% | +8.3% | -18.3% | -10.8% |
| 6M | -11.2% | +15.4% | -26.6% | -13.7% |
| YTD | +16.4% | +1.5% | +14.9% | +19.3% |
| 1Y | +12.7% | +5.4% | +7.3% | +15.0% |
| All | +12.7% | +6.7% | +6.0% | +15.0% |
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