+1,469.9%
QQQ vs M
+150.2%
+1,319.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.5% | +5.0% | -6.6% | -2.7% |
| 30D | -10.2% | +10.6% | -20.8% | -12.3% |
| 3M | -6.3% | +1.6% | -7.9% | -7.0% |
| 6M | -4.9% | +30.8% | -35.8% | -11.2% |
| YTD | +10.2% | +16.9% | -6.7% | +4.9% |
| 1Y | +8.8% | +26.3% | -17.5% | +1.5% |
| 3Y | +81.4% | +158.6% | -77.2% | +37.1% |
| 5Y | +78.5% | +2.1% | +76.4% | +57.1% |
| 10Y | +523.8% | -4.3% | +528.1% | +363.6% |
| All | +1,469.9% | +150.2% | +1,319.7% | +495.2% |
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