+100.6%
MMM vs QSR
+202.3%
-101.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +1.4% | -0.7% | +2.1% | +1.5% |
| 6M | +26.6% | +0.4% | +26.1% | +26.1% |
| YTD | +16.8% | +13.5% | +3.3% | +12.1% |
| 1Y | +10.1% | +11.0% | -0.9% | +6.2% |
| 3Y | +158.4% | +22.0% | +136.4% | +140.7% |
| 5Y | +43.1% | +57.1% | -14.0% | +23.9% |
| 10Y | +74.2% | +138.3% | -64.1% | +32.4% |
| All | +100.6% | +202.3% | -101.7% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling