+9,127.5%
QLD vs MCO
+1,085.6%
+8,041.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +2.0% |
| 7D | +0.6% | -4.2% | +4.7% | +4.0% |
| 30D | -0.1% | +2.2% | -2.3% | -2.2% |
| 3M | -8.4% | +10.1% | -18.5% | -16.8% |
| 6M | +32.2% | +5.3% | +26.9% | +23.6% |
| YTD | +28.9% | -2.7% | +31.6% | +26.8% |
| 1Y | +43.8% | -0.4% | +44.2% | +37.4% |
| 3Y | +176.6% | +49.0% | +127.6% | +93.0% |
| 5Y | +121.6% | +33.6% | +87.9% | +77.6% |
| 10Y | +1,652.9% | +395.3% | +1,257.6% | +487.6% |
| All | +9,127.5% | +1,085.6% | +8,041.9% | +1,213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling