+76.3%
MMM vs QSR
+137.6%
-61.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.4% | -2.9% | +2.5% | +0.4% |
| 30D | +12.1% | +4.1% | +8.0% | +10.9% |
| 3M | +1.4% | -0.7% | +2.1% | +1.5% |
| 6M | +26.6% | +0.4% | +26.1% | +26.0% |
| YTD | +16.8% | +13.5% | +3.3% | +11.7% |
| 1Y | +10.1% | +11.0% | -0.9% | +6.0% |
| 3Y | +158.4% | +22.0% | +136.4% | +139.3% |
| 5Y | +43.1% | +57.1% | -14.0% | +22.5% |
| All | +76.3% | +137.6% | -61.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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