+403.9%
MMM vs QLD
+7,183.5%
-6,779.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.7% | +9.5% | +0.9% |
| 7D | +5.9% | -18.6% | +24.4% | +12.7% |
| 30D | +14.7% | -28.3% | +43.0% | +26.8% |
| 3M | +3.6% | -20.4% | +24.0% | +10.5% |
| 6M | +32.7% | -14.3% | +47.0% | +36.4% |
| YTD | +18.9% | +2.8% | +16.2% | +14.6% |
| 1Y | +16.4% | -1.2% | +17.6% | +13.2% |
| 3Y | +159.8% | +135.3% | +24.5% | +82.6% |
| 5Y | +47.2% | +62.6% | -15.4% | +8.5% |
| 10Y | +86.5% | +1,384.3% | -1,297.8% | -47.0% |
| All | +403.9% | +7,183.5% | -6,779.7% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling