+51.9%
MMM vs QS
-44.4%
+96.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -3.3% | -2.3% | -1.0% | -3.2% |
| 30D | -7.0% | -0.7% | -6.3% | -7.0% |
| 3M | +10.8% | -39.6% | +50.5% | +12.8% |
| 6M | +5.8% | -21.7% | +27.5% | +6.3% |
| YTD | +6.8% | -47.4% | +54.2% | +8.9% |
| 1Y | +10.4% | -28.4% | +38.8% | +10.4% |
| 3Y | +104.7% | -22.6% | +127.3% | +98.5% |
| 5Y | +23.6% | -75.6% | +99.1% | +20.2% |
| All | +51.9% | -44.4% | +96.3% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling