+153.5%
QQQM vs MCD
+30.2%
+123.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +0.4% | -2.8% | +3.2% | +1.3% |
| 30D | +0.2% | -6.0% | +6.3% | +2.2% |
| 3M | -2.8% | -5.6% | +2.8% | -1.5% |
| 6M | +18.1% | -21.9% | +39.9% | +28.6% |
| YTD | +17.4% | -14.7% | +32.1% | +23.2% |
| 1Y | +25.7% | -17.3% | +42.9% | +33.3% |
| 3Y | +94.1% | -2.2% | +96.3% | +87.2% |
| 5Y | +94.9% | +20.3% | +74.6% | +65.0% |
| All | +153.5% | +30.2% | +123.2% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling