+67.8%
MMM vs QS
-60.6%
+128.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.8% | +6.4% | -1.1% |
| 7D | -0.8% | -5.6% | +4.8% | -0.6% |
| 30D | +14.4% | -5.8% | +20.2% | +14.7% |
| 3M | +1.8% | -39.2% | +41.0% | +3.8% |
| 6M | +31.3% | -53.9% | +85.2% | +35.0% |
| YTD | +18.0% | -62.8% | +80.7% | +22.0% |
| 1Y | +10.9% | -73.5% | +84.4% | +16.2% |
| 3Y | +160.6% | -29.1% | +189.7% | +154.0% |
| 5Y | +44.5% | -90.0% | +134.5% | +42.7% |
| All | +67.8% | -60.6% | +128.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling