+534.7%
QQQ vs M
-7.1%
+541.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +3.6% | +7.0% | -3.4% | +2.7% |
| 30D | -6.7% | +8.9% | -15.6% | -7.9% |
| 3M | -7.0% | +4.5% | -11.5% | -7.8% |
| 6M | -4.7% | +36.2% | -40.9% | -9.1% |
| YTD | +11.1% | +15.1% | -4.1% | +8.0% |
| 1Y | +12.3% | +27.4% | -15.2% | +7.5% |
| 3Y | +83.3% | +160.1% | -76.8% | +55.3% |
| 5Y | +77.5% | -1.6% | +79.1% | +64.3% |
| All | +534.7% | -7.1% | +541.8% | +447.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling