+96.2%
QQQ vs MCD
-1.1%
+97.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -2.0% | +3.5% | +1.6% |
| 30D | -0.6% | -6.1% | +5.5% | -0.3% |
| 3M | +0.4% | -7.3% | +7.7% | +0.9% |
| 6M | +20.1% | -20.9% | +41.0% | +23.1% |
| YTD | +17.2% | -14.7% | +31.9% | +18.9% |
| 1Y | +24.7% | -16.1% | +40.8% | +26.8% |
| 3Y | +96.2% | -1.5% | +97.7% | +98.3% |
| All | +96.2% | -1.1% | +97.3% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling