+552.9%
QQQ vs M
-10.0%
+562.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.4% |
| 7D | -1.3% | -8.8% | +7.5% | -0.1% |
| 30D | -1.4% | -16.4% | +15.0% | +1.0% |
| 3M | +2.3% | -10.8% | +13.1% | +3.6% |
| 6M | +16.9% | +16.1% | +0.8% | +14.1% |
| YTD | +15.6% | -5.3% | +20.9% | +15.6% |
| 1Y | +22.6% | +24.9% | -2.2% | +17.9% |
| 3Y | +93.5% | +97.5% | -4.0% | +70.1% |
| 5Y | +93.9% | +20.4% | +73.5% | +77.7% |
| All | +552.9% | -10.0% | +562.8% | +461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling