+83.0%
MMM vs QLD
+1,470.2%
-1,387.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +0.1% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | +17.9% | -19.6% | +37.5% | +24.4% |
| 3M | +3.6% | -14.1% | +17.7% | +7.1% |
| 6M | +32.9% | -13.6% | +46.5% | +35.8% |
| YTD | +19.5% | +12.5% | +6.9% | +12.8% |
| 1Y | +16.5% | +13.1% | +3.4% | +9.7% |
| 3Y | +167.2% | +154.7% | +12.4% | +94.4% |
| 5Y | +48.2% | +81.1% | -32.9% | +11.7% |
| 10Y | +83.0% | +1,418.0% | -1,335.0% | -31.0% |
| All | +83.0% | +1,470.2% | -1,387.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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