+146.0%
QLD vs MKC
-21.4%
+167.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.3% |
| 7D | +7.0% | -3.0% | +10.0% | +6.7% |
| 30D | -14.3% | +4.8% | -19.1% | -13.9% |
| 3M | -16.0% | -12.8% | -3.2% | -16.6% |
| 6M | -14.2% | +5.0% | -19.3% | -14.2% |
| YTD | +12.8% | -29.1% | +41.8% | +14.1% |
| 1Y | +14.1% | -26.4% | +40.5% | +15.0% |
| 3Y | +146.0% | -21.6% | +167.6% | +153.0% |
| All | +146.0% | -21.4% | +167.4% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling