+122.1%
QLD vs MCO
+31.5%
+90.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +2.3% |
| 7D | +3.0% | -2.7% | +5.7% | +5.7% |
| 30D | -1.8% | +0.9% | -2.8% | -3.3% |
| 3M | -1.8% | +8.7% | -10.5% | -12.4% |
| 6M | +36.9% | +2.4% | +34.5% | +28.6% |
| YTD | +28.7% | -5.2% | +33.9% | +29.3% |
| 1Y | +41.9% | -4.4% | +46.3% | +38.8% |
| 3Y | +184.2% | +45.1% | +139.1% | +60.6% |
| 5Y | +122.1% | +31.5% | +90.6% | +40.9% |
| All | +122.1% | +31.5% | +90.6% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling