+184.2%
QLD vs MCO
+44.0%
+140.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.6% |
| 7D | +3.0% | -2.7% | +5.7% | +4.9% |
| 30D | -1.8% | +0.9% | -2.8% | -2.8% |
| 3M | -1.8% | +8.7% | -10.5% | -9.5% |
| 6M | +36.9% | +2.4% | +34.5% | +31.6% |
| YTD | +28.7% | -5.2% | +33.9% | +31.2% |
| 1Y | +41.9% | -4.4% | +46.3% | +42.0% |
| 3Y | +184.2% | +45.1% | +139.1% | +97.7% |
| All | +184.2% | +44.0% | +140.2% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling