+470.4%
MMM vs QID
-100.0%
+570.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.8% |
| 7D | +7.0% | +1.8% | +5.2% | +8.0% |
| 30D | +18.4% | +21.6% | -3.2% | +26.7% |
| 3M | +4.5% | +12.6% | -8.1% | +9.3% |
| 6M | +33.4% | +6.9% | +26.5% | +38.5% |
| YTD | +20.0% | -20.5% | +40.5% | +14.1% |
| 1Y | +15.0% | -18.1% | +33.1% | +10.8% |
| 3Y | +165.0% | -70.7% | +235.7% | +95.8% |
| 5Y | +47.9% | -77.2% | +125.2% | +12.3% |
| 10Y | +79.6% | -99.0% | +178.7% | -46.4% |
| All | +470.4% | -100.0% | +570.4% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling