+12.3%
QQQ vs MMM
+22.1%
-9.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.5% | -8.6% | -0.5% |
| 7D | -4.6% | +12.2% | -16.9% | -6.4% |
| 30D | -8.5% | +18.8% | -27.3% | -11.0% |
| 3M | -4.3% | +7.4% | -11.7% | -5.2% |
| 6M | +3.1% | +38.3% | -35.3% | -3.1% |
| YTD | +13.0% | +22.9% | -9.8% | +8.0% |
| 1Y | +12.3% | +23.0% | -10.7% | +5.0% |
| All | +12.3% | +22.1% | -9.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling