+104.9%
MMM vs QLD
+178.0%
-73.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.5% |
| 6M | +5.8% | +32.2% | -26.4% | -4.0% |
| YTD | +6.8% | +28.9% | -22.1% | -2.6% |
| 1Y | +10.4% | +43.8% | -33.4% | -3.2% |
| All | +104.9% | +178.0% | -73.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling