+1,739.7%
QLD vs MKC
+27.7%
+1,712.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | -4.3% | +7.3% | +5.2% |
| 30D | -1.8% | -2.0% | +0.2% | -1.1% |
| 3M | -1.8% | +10.0% | -11.8% | -7.9% |
| 6M | +36.9% | -18.5% | +55.4% | +49.5% |
| YTD | +28.7% | -22.4% | +51.1% | +42.6% |
| 1Y | +41.9% | -23.6% | +65.5% | +57.1% |
| 3Y | +184.2% | -30.4% | +214.7% | +221.5% |
| 5Y | +122.1% | -34.2% | +156.3% | +154.2% |
| All | +1,739.7% | +27.7% | +1,712.0% | +1,335.2% |
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