+538.0%
QQQ vs M
-5.1%
+543.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | -7.5% | +8.1% | -15.6% | -8.5% |
| 3M | -3.8% | +2.2% | -6.0% | -4.3% |
| 6M | -3.0% | +35.1% | -38.1% | -7.4% |
| YTD | +12.8% | +15.8% | -3.1% | +9.6% |
| 1Y | +11.6% | +25.8% | -14.2% | +7.1% |
| 3Y | +85.6% | +156.2% | -70.7% | +57.5% |
| 5Y | +82.1% | -2.4% | +84.5% | +68.7% |
| 10Y | +538.0% | -7.1% | +545.1% | +448.4% |
| All | +538.0% | -5.1% | +543.1% | +448.4% |
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