+47.2%
MMM vs QLD
+61.4%
-14.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.7% | +9.5% | -0.1% |
| 7D | +5.9% | -18.6% | +24.4% | +11.0% |
| 30D | +14.7% | -28.3% | +43.0% | +23.9% |
| 3M | +3.6% | -20.4% | +24.0% | +8.8% |
| 6M | +32.7% | -14.3% | +47.0% | +35.4% |
| YTD | +18.9% | +2.8% | +16.2% | +15.2% |
| 1Y | +16.4% | -1.2% | +17.6% | +13.7% |
| 3Y | +159.8% | +135.3% | +24.5% | +98.2% |
| 5Y | +47.2% | +62.6% | -15.4% | +9.1% |
| All | +47.2% | +61.4% | -14.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling