+11.3%
QQQ vs MMM
+12.5%
-1.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +6.4% | -0.8% | +7.2% | +6.5% |
| 30D | -7.5% | +14.4% | -21.9% | -9.3% |
| 3M | -4.8% | +1.8% | -6.6% | -4.7% |
| 6M | -2.5% | +31.3% | -33.8% | -7.2% |
| YTD | +12.4% | +18.0% | -5.6% | +8.4% |
| 1Y | +11.3% | +10.9% | +0.5% | +9.4% |
| All | +11.3% | +12.5% | -1.1% | +9.4% |
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