+134.5%
META vs QQQM
+138.1%
-3.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | +3.3% | -1.5% | +4.8% | +5.1% |
| 30D | -10.8% | -10.2% | -0.6% | +2.0% |
| 3M | +7.9% | -6.3% | +14.2% | +16.8% |
| 6M | +5.4% | -4.9% | +10.3% | +10.3% |
| YTD | -2.6% | +10.3% | -12.8% | -16.4% |
| 1Y | +1.9% | +8.8% | -7.0% | -11.2% |
| 3Y | +97.0% | +81.8% | +15.2% | -15.3% |
| 5Y | +97.6% | +79.1% | +18.5% | -10.0% |
| All | +134.5% | +138.1% | -3.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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