+1,351.8%
QLD vs MKC
+25.9%
+1,325.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | +4.1% |
| 7D | -10.3% | +2.3% | -12.6% | -11.4% |
| 30D | -26.1% | +8.1% | -34.2% | -29.3% |
| 3M | -17.8% | -6.4% | -11.3% | -16.1% |
| 6M | -15.6% | +1.8% | -17.4% | -18.7% |
| YTD | +5.4% | -26.9% | +32.3% | +19.1% |
| 1Y | +5.2% | -21.7% | +26.9% | +13.6% |
| 3Y | +139.4% | -18.7% | +158.2% | +136.9% |
| 5Y | +66.7% | -32.8% | +99.5% | +82.2% |
| All | +1,351.8% | +25.9% | +1,325.9% | +1,063.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling