+121.0%
QLD vs MKC
-33.7%
+154.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.6% | -5.9% | +6.4% | +1.6% |
| 30D | -0.1% | -0.9% | +0.7% | -0.1% |
| 3M | -8.4% | +12.7% | -21.1% | -11.1% |
| 6M | +32.2% | -19.3% | +51.5% | +39.2% |
| YTD | +28.9% | -22.2% | +51.1% | +36.4% |
| 1Y | +43.8% | -23.3% | +67.2% | +52.4% |
| 3Y | +176.6% | -30.0% | +206.6% | +202.9% |
| All | +121.0% | -33.7% | +154.7% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling