+1,561.5%
QQQ vs MCK
+1,748.6%
-187.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | -1.2% | +0.4% | -1.6% | -1.4% |
| 3M | -0.2% | +12.1% | -12.3% | -3.5% |
| 6M | +17.9% | -5.4% | +23.4% | +18.5% |
| YTD | +16.6% | +7.8% | +8.9% | +12.9% |
| 1Y | +23.0% | +22.9% | 0.0% | +14.8% |
| 3Y | +92.9% | +110.7% | -17.8% | +54.0% |
| 5Y | +95.6% | +346.2% | -250.6% | +26.9% |
| 10Y | +570.4% | +440.1% | +130.2% | +294.0% |
| All | +1,561.5% | +1,748.6% | -187.2% | +538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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