+104.8%
MMM vs QID
-74.5%
+179.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -2.3% |
| 30D | -8.0% | +1.8% | -9.8% | -7.5% |
| 3M | +9.4% | -2.2% | +11.5% | +9.5% |
| 6M | +10.2% | -32.1% | +42.4% | -0.2% |
| YTD | +6.1% | -28.6% | +34.7% | -2.2% |
| 1Y | +10.8% | -36.3% | +47.1% | -0.9% |
| 3Y | +104.8% | -74.4% | +179.2% | +48.2% |
| All | +104.8% | -74.5% | +179.3% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling