+81.1%
QLD vs MCO
+37.7%
+43.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +5.8% |
| 7D | -1.4% | +1.0% | -2.4% | -2.2% |
| 30D | -19.6% | +10.1% | -29.7% | -27.4% |
| 3M | -14.1% | +7.2% | -21.3% | -21.0% |
| 6M | -13.6% | +13.8% | -27.4% | -27.5% |
| YTD | +12.5% | +0.7% | +11.8% | +5.5% |
| 1Y | +13.1% | +5.6% | +7.5% | -0.2% |
| 3Y | +154.7% | +54.1% | +100.6% | +33.4% |
| 5Y | +81.1% | +36.0% | +45.1% | +13.6% |
| All | +81.1% | +37.7% | +43.4% | +13.6% |
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