+14.6%
MMM vs QLD
+9.9%
+4.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +0.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | +17.9% | -19.6% | +37.5% | +21.2% |
| 3M | +3.6% | -14.1% | +17.7% | +5.3% |
| 6M | +32.9% | -13.6% | +46.5% | +33.7% |
| YTD | +19.5% | +12.5% | +6.9% | +10.7% |
| All | +14.6% | +9.9% | +4.7% | +6.9% |
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