+104.8%
MMM vs QS
-19.7%
+124.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | -8.0% | -8.1% | +0.1% | -7.6% |
| 3M | +9.4% | -27.0% | +36.4% | +11.0% |
| 6M | +10.2% | -16.4% | +26.7% | +10.6% |
| YTD | +6.1% | -46.4% | +52.5% | +8.9% |
| 1Y | +10.8% | -41.1% | +51.9% | +12.0% |
| 3Y | +104.8% | -18.6% | +123.4% | +92.8% |
| All | +104.8% | -19.7% | +124.5% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling