+54.4%
MMM vs QLD
+1,646.9%
-1,592.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -7.0% | -0.1% | -6.9% | -7.1% |
| 3M | +10.8% | -8.4% | +19.2% | +12.4% |
| 6M | +5.8% | +32.2% | -26.4% | -3.5% |
| YTD | +6.8% | +28.9% | -22.1% | -2.1% |
| 1Y | +10.4% | +43.8% | -33.4% | -2.3% |
| 3Y | +104.7% | +176.6% | -71.9% | +46.3% |
| 5Y | +23.6% | +121.6% | -98.0% | -11.6% |
| All | +54.4% | +1,646.9% | -1,592.5% | -47.5% |
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