+78.4%
MMM vs QLD
+1,536.4%
-1,458.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -1.5% |
| 7D | -2.6% | -1.2% | -1.4% | -2.6% |
| 30D | +17.4% | -15.7% | +33.1% | +22.2% |
| 3M | +3.6% | -10.0% | +13.6% | +5.7% |
| 6M | +33.0% | -11.2% | +44.3% | +34.9% |
| YTD | +19.6% | +16.4% | +3.3% | +11.9% |
| 1Y | +14.0% | +12.7% | +1.4% | +7.5% |
| 3Y | +164.3% | +152.3% | +12.0% | +92.7% |
| 5Y | +49.3% | +91.8% | -42.4% | +10.7% |
| 10Y | +78.4% | +1,520.2% | -1,441.9% | -36.8% |
| All | +78.4% | +1,536.4% | -1,458.0% | -36.8% |
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