+10.1%
MMM vs QLD
+10.7%
-0.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -0.4% | +7.0% | -7.4% | -1.4% |
| 30D | +12.1% | -14.3% | +26.5% | +14.2% |
| 3M | +1.4% | -16.0% | +17.4% | +3.5% |
| 6M | +26.6% | -14.2% | +40.8% | +27.5% |
| YTD | +16.8% | +12.8% | +4.1% | +7.9% |
| 1Y | +10.1% | +14.1% | -4.0% | +1.4% |
| All | +10.1% | +10.7% | -0.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling