+140.0%
QQQM vs MCD
+38.5%
+101.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +3.6% | -1.6% | +5.3% | +4.1% |
| 30D | -6.7% | +14.1% | -20.8% | -10.5% |
| 3M | -7.0% | +0.6% | -7.6% | -7.3% |
| 6M | -4.6% | 0.0% | -4.6% | -5.1% |
| YTD | +11.1% | -9.3% | +20.4% | +14.3% |
| 1Y | +12.3% | -9.3% | +21.6% | +15.4% |
| 3Y | +83.6% | +8.6% | +75.0% | +68.9% |
| 5Y | +78.1% | +21.9% | +56.2% | +51.2% |
| All | +140.0% | +38.5% | +101.4% | +95.2% |
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