+95.7%
QQQ vs MKTX
-60.5%
+156.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | -1.2% | +0.7% | -1.9% | -1.3% |
| 3M | -0.2% | +40.8% | -41.0% | -6.0% |
| 6M | +17.9% | -8.0% | +25.9% | +19.3% |
| YTD | +16.6% | -8.7% | +25.4% | +18.0% |
| 1Y | +23.0% | -11.8% | +34.8% | +25.1% |
| 3Y | +92.9% | -24.0% | +117.0% | +94.5% |
| All | +95.7% | -60.5% | +156.2% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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