+1,564.8%
QQQ vs MKC
+1,234.1%
+330.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.0% | -4.3% | +5.3% | +2.4% |
| 30D | -0.6% | -3.1% | +2.5% | +0.2% |
| 3M | +1.3% | +6.8% | -5.5% | -1.5% |
| 6M | +18.1% | -18.3% | +36.5% | +24.7% |
| YTD | +16.9% | -23.1% | +39.9% | +25.1% |
| 1Y | +24.0% | -23.7% | +47.7% | +32.5% |
| 3Y | +95.6% | -31.0% | +126.6% | +112.0% |
| 5Y | +94.5% | -33.5% | +128.0% | +110.0% |
| 10Y | +571.7% | +30.3% | +541.5% | +450.7% |
| All | +1,564.8% | +1,234.1% | +330.7% | +643.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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