+22.7%
QQQM vs MCD
-16.8%
+39.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.3% | -2.5% | +1.3% | -1.8% |
| 30D | -1.4% | -7.0% | +5.7% | -2.8% |
| 3M | +2.2% | -9.8% | +12.0% | +0.5% |
| 6M | +16.9% | -21.8% | +38.6% | +14.3% |
| YTD | +15.7% | -15.6% | +31.2% | +14.3% |
| 1Y | +22.7% | -15.2% | +37.8% | +22.0% |
| All | +22.7% | -16.8% | +39.5% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling