+82.1%
QQQ vs MMM
+47.1%
+35.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | -0.2% | -2.6% | +2.4% | +0.6% |
| 30D | -7.5% | +17.4% | -24.9% | -12.1% |
| 3M | -3.8% | +3.6% | -7.4% | -5.1% |
| 6M | -3.0% | +33.0% | -36.0% | -12.0% |
| YTD | +12.8% | +19.6% | -6.9% | +5.4% |
| 1Y | +11.6% | +14.0% | -2.5% | +6.0% |
| 3Y | +85.6% | +164.3% | -78.7% | +27.7% |
| 5Y | +82.1% | +49.3% | +32.8% | +55.4% |
| All | +82.1% | +47.1% | +35.1% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling