+192.1%
QSR vs MDY
+203.7%
-11.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | -2.4% | -0.8% | -1.6% | -1.8% |
| 30D | +5.7% | -3.9% | +9.6% | +8.8% |
| 3M | +6.9% | 0.0% | +7.0% | +6.7% |
| 6M | +6.9% | +8.5% | -1.7% | -0.1% |
| YTD | +14.9% | +13.2% | +1.7% | +3.8% |
| 1Y | +29.1% | +15.0% | +14.1% | +15.0% |
| 3Y | +26.1% | +49.6% | -23.5% | -10.8% |
| 5Y | +42.3% | +46.0% | -3.7% | +0.3% |
| 10Y | +134.0% | +176.4% | -42.4% | -15.2% |
| All | +192.1% | +203.7% | -11.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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