+75.6%
MMM vs QID
-99.0%
+174.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -0.7% |
| 7D | -0.8% | -7.1% | +6.3% | -2.6% |
| 30D | +11.7% | +12.6% | -1.0% | +15.9% |
| 3M | +1.0% | +14.2% | -13.2% | +5.4% |
| 6M | +26.0% | +6.2% | +19.9% | +29.9% |
| YTD | +16.3% | -21.8% | +38.1% | +11.1% |
| 1Y | +9.6% | -23.1% | +32.8% | +4.3% |
| 3Y | +157.3% | -71.3% | +228.7% | +98.1% |
| 5Y | +42.5% | -77.0% | +119.5% | +13.7% |
| All | +75.6% | -99.0% | +174.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling