+2,114.7%
QQQ vs MKTX
+1,443.5%
+671.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -1.4% | +0.8% | -2.2% | -1.5% |
| 3M | +2.3% | +41.1% | -38.9% | -5.9% |
| 6M | +16.9% | -9.5% | +26.4% | +18.0% |
| YTD | +15.6% | -8.7% | +24.3% | +16.3% |
| 1Y | +22.6% | -10.0% | +32.6% | +23.3% |
| 3Y | +93.5% | -24.6% | +118.1% | +96.6% |
| 5Y | +93.9% | -60.3% | +154.2% | +123.5% |
| 10Y | +564.6% | +5.0% | +559.5% | +503.3% |
| All | +2,114.7% | +1,443.5% | +671.3% | +881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling