+94.4%
QQQ vs M
+24.8%
+69.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.4% |
| 7D | +1.5% | +2.4% | -0.9% | +1.1% |
| 30D | -0.6% | -11.6% | +11.0% | +1.6% |
| 3M | +0.4% | +1.6% | -1.2% | -0.3% |
| 6M | +20.1% | +25.2% | -5.2% | +14.3% |
| YTD | +17.2% | +3.8% | +13.5% | +15.2% |
| 1Y | +24.7% | +36.3% | -11.6% | +15.8% |
| 3Y | +96.2% | +116.3% | -20.2% | +57.1% |
| 5Y | +94.4% | +28.2% | +66.2% | +72.6% |
| All | +94.4% | +24.8% | +69.6% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling