-41.5%
QS vs MKC
-23.5%
-18.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -1.0% |
| 7D | -5.0% | -2.8% | -2.1% | -5.9% |
| 30D | -18.3% | -3.4% | -14.9% | -19.1% |
| 3M | -26.0% | +3.8% | -29.8% | -24.8% |
| 6M | -24.0% | -17.9% | -6.1% | -30.8% |
| YTD | -50.3% | -23.6% | -26.7% | -57.2% |
| All | -41.5% | -23.5% | -18.0% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling