+94.4%
QQQ vs MCD
+21.4%
+73.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -2.0% | +3.5% | +2.1% |
| 30D | -0.6% | -6.1% | +5.5% | +1.2% |
| 3M | +0.4% | -7.3% | +7.7% | +2.5% |
| 6M | +20.1% | -20.9% | +41.0% | +29.9% |
| YTD | +17.2% | -14.7% | +31.9% | +22.8% |
| 1Y | +24.7% | -16.1% | +40.8% | +31.3% |
| 3Y | +96.2% | -1.5% | +97.7% | +87.9% |
| 5Y | +94.4% | +20.4% | +73.9% | +60.4% |
| All | +94.4% | +21.4% | +73.0% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling