+1,501.1%
QQQ vs M
+142.7%
+1,358.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +6.4% | +0.6% | +5.8% | +6.1% |
| 30D | -7.5% | +7.0% | -14.4% | -9.0% |
| 3M | -4.8% | +3.1% | -8.0% | -5.9% |
| 6M | -2.5% | +33.5% | -36.0% | -9.4% |
| YTD | +12.4% | +13.4% | -1.0% | +7.6% |
| 1Y | +11.3% | +22.4% | -11.1% | +4.6% |
| 3Y | +85.0% | +150.9% | -65.9% | +40.7% |
| 5Y | +79.6% | -3.0% | +82.7% | +59.9% |
| 10Y | +535.9% | -9.1% | +545.0% | +378.7% |
| All | +1,501.1% | +142.7% | +1,358.4% | +511.0% |
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