-75.4%
QS vs MKC
-33.9%
-41.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -5.0% | -2.8% | -2.1% | -4.7% |
| 30D | -18.3% | -3.4% | -14.9% | -18.1% |
| 3M | -26.0% | +3.8% | -29.8% | -26.4% |
| 6M | -24.0% | -17.9% | -6.1% | -22.1% |
| YTD | -50.3% | -23.6% | -26.7% | -48.6% |
| 1Y | -38.0% | -23.1% | -14.9% | -36.1% |
| 3Y | -24.6% | -31.5% | +6.9% | -21.7% |
| 5Y | -75.4% | -33.1% | -42.3% | -66.5% |
| All | -75.4% | -33.9% | -41.5% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling