+54.7%
MMM vs QID
-99.1%
+153.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.7% |
| 7D | -2.6% | -1.9% | -0.7% | -3.1% |
| 30D | -9.3% | +1.7% | -11.0% | -8.8% |
| 3M | +5.6% | -3.9% | +9.5% | +5.2% |
| 6M | +9.5% | -30.0% | +39.4% | +0.5% |
| YTD | +4.1% | -28.2% | +32.4% | -3.5% |
| 1Y | +9.4% | -35.6% | +45.0% | -1.1% |
| 3Y | +101.0% | -74.3% | +175.2% | +50.0% |
| 5Y | +26.1% | -80.8% | +106.9% | -4.7% |
| 10Y | +54.7% | -99.2% | +153.9% | -45.6% |
| All | +54.7% | -99.1% | +153.9% | -45.6% |
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