-43.5%
QS vs MKC
-41.2%
-2.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.0% |
| 7D | +2.2% | -4.3% | +6.5% | +2.4% |
| 30D | -8.1% | -2.0% | -6.1% | -8.0% |
| 3M | -27.0% | +10.0% | -37.0% | -27.5% |
| 6M | -16.4% | -18.5% | +2.1% | -15.0% |
| YTD | -46.4% | -22.4% | -23.9% | -45.3% |
| 1Y | -41.1% | -23.6% | -17.5% | -39.8% |
| 3Y | -18.6% | -30.4% | +11.8% | -17.1% |
| 5Y | -73.0% | -34.2% | -38.9% | -72.1% |
| All | -43.5% | -41.2% | -2.4% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling