+407.7%
MMM vs QID
-100.0%
+507.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | -3.3% | -0.6% | -2.7% | -3.5% |
| 30D | -7.0% | 0.0% | -7.0% | -6.9% |
| 3M | +10.8% | +3.7% | +7.1% | +13.1% |
| 6M | +5.8% | -29.9% | +35.6% | -4.2% |
| YTD | +6.8% | -28.8% | +35.5% | -2.6% |
| 1Y | +10.4% | -37.2% | +47.6% | -2.8% |
| 3Y | +104.7% | -73.7% | +178.4% | +45.8% |
| 5Y | +23.6% | -80.7% | +104.3% | -11.5% |
| 10Y | +54.1% | -99.1% | +153.2% | -55.6% |
| All | +407.7% | -100.0% | +507.7% | -42.9% |
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