+26.1%
MMM vs QSR
+43.4%
-17.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -2.6% | -2.4% | -0.2% | -1.9% |
| 30D | -9.3% | +5.7% | -15.0% | -10.9% |
| 3M | +5.6% | +6.9% | -1.4% | +3.3% |
| 6M | +9.5% | +6.9% | +2.6% | +6.5% |
| YTD | +4.1% | +14.9% | -10.8% | -1.3% |
| 1Y | +9.4% | +29.1% | -19.7% | -0.5% |
| 3Y | +101.0% | +26.1% | +74.8% | +80.5% |
| 5Y | +26.1% | +42.3% | -16.2% | +4.2% |
| All | +26.1% | +43.4% | -17.3% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling