+1,570.9%
QQQ vs M
+128.0%
+1,443.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | +0.4% | +4.7% | -4.4% | -0.7% |
| 30D | +0.2% | -9.6% | +9.9% | +2.4% |
| 3M | -2.8% | +0.9% | -3.7% | -3.4% |
| 6M | +18.0% | +22.3% | -4.3% | +12.1% |
| YTD | +17.3% | +6.5% | +10.8% | +14.3% |
| 1Y | +25.6% | +38.8% | -13.2% | +14.9% |
| 3Y | +93.7% | +115.9% | -22.2% | +52.5% |
| 5Y | +94.2% | +28.6% | +65.5% | +61.3% |
| 10Y | +557.9% | -2.5% | +560.4% | +383.1% |
| All | +1,570.9% | +128.0% | +1,443.0% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling