+542.4%
QQQ vs MCD
+202.6%
+339.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +6.4% | -1.6% | +7.9% | +7.0% |
| 30D | -7.5% | +16.0% | -23.5% | -13.4% |
| 3M | -4.8% | 0.0% | -4.8% | -5.2% |
| 6M | -2.5% | +0.9% | -3.4% | -3.9% |
| YTD | +12.4% | -8.7% | +21.1% | +15.7% |
| 1Y | +11.3% | -8.6% | +19.9% | +14.2% |
| 3Y | +85.0% | +9.9% | +75.1% | +69.3% |
| 5Y | +79.6% | +22.6% | +57.0% | +54.3% |
| All | +542.4% | +202.6% | +339.8% | +299.9% |
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