+552.9%
QQQ vs MMM
+53.9%
+499.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.7% |
| 7D | -1.3% | -3.2% | +2.0% | 0.0% |
| 30D | -1.4% | -10.7% | +9.3% | +3.0% |
| 3M | +2.3% | +4.3% | -2.0% | +0.3% |
| 6M | +16.9% | +5.9% | +11.0% | +13.7% |
| YTD | +15.6% | +3.2% | +12.5% | +13.1% |
| 1Y | +22.6% | +8.0% | +14.6% | +17.2% |
| 3Y | +93.5% | +99.1% | -5.6% | +39.1% |
| 5Y | +93.9% | +25.7% | +68.2% | +70.8% |
| All | +552.9% | +53.9% | +499.0% | +420.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling