+468.2%
MMM vs QID
-100.0%
+568.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.7% | -0.3% |
| 7D | +5.8% | -0.8% | +6.5% | +6.0% |
| 30D | +17.9% | +20.1% | -2.1% | +25.7% |
| 3M | +3.6% | +11.8% | -8.2% | +8.1% |
| 6M | +32.9% | +5.5% | +27.4% | +37.3% |
| YTD | +19.5% | -21.5% | +41.0% | +13.2% |
| 1Y | +16.5% | -22.6% | +39.2% | +10.2% |
| 3Y | +167.2% | -72.3% | +239.5% | +93.9% |
| 5Y | +48.2% | -76.9% | +125.1% | +13.2% |
| 10Y | +83.0% | -99.0% | +182.0% | -45.0% |
| All | +468.2% | -100.0% | +568.2% | -33.7% |
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