+7,443.4%
QLD vs MKC
+358.9%
+7,084.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | +5.0% |
| 7D | -10.3% | +2.3% | -12.6% | -12.1% |
| 30D | -26.1% | +8.1% | -34.2% | -31.3% |
| 3M | -17.8% | -6.4% | -11.3% | -15.4% |
| 6M | -15.6% | +1.8% | -17.4% | -20.8% |
| YTD | +5.4% | -26.9% | +32.3% | +24.4% |
| 1Y | +5.2% | -21.7% | +26.9% | +16.3% |
| 3Y | +139.4% | -18.7% | +158.2% | +133.9% |
| 5Y | +66.7% | -32.8% | +99.5% | +83.1% |
| 10Y | +1,422.1% | +27.0% | +1,395.1% | +673.7% |
| All | +7,443.4% | +358.9% | +7,084.5% | +704.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling