+5.2%
QLD vs MKC
-22.0%
+27.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | +1.5% |
| 7D | -10.3% | +2.3% | -12.6% | -9.5% |
| 30D | -26.1% | +8.1% | -34.2% | -23.9% |
| 3M | -17.8% | -6.4% | -11.3% | -18.9% |
| 6M | -15.6% | +1.8% | -17.4% | -13.6% |
| YTD | +5.4% | -26.9% | +32.3% | -1.2% |
| 1Y | +5.2% | -21.7% | +26.9% | +2.8% |
| All | +5.2% | -22.0% | +27.2% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling