+571.7%
QQQ vs MCD
+178.8%
+392.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.0% | -2.9% | +3.9% | +2.3% |
| 30D | -0.6% | -6.7% | +6.1% | +2.3% |
| 3M | +1.3% | -9.6% | +10.9% | +5.3% |
| 6M | +18.1% | -22.3% | +40.4% | +31.4% |
| YTD | +16.9% | -15.4% | +32.3% | +24.7% |
| 1Y | +24.0% | -16.8% | +40.8% | +32.8% |
| 3Y | +95.6% | -2.4% | +98.0% | +89.8% |
| 5Y | +94.5% | +19.4% | +75.2% | +69.1% |
| 10Y | +571.7% | +181.3% | +390.4% | +334.8% |
| All | +571.7% | +178.8% | +392.9% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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