+1,481.8%
QQQ vs MMM
+1,091.7%
+390.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | -6.7% | +12.1% | -18.9% | -12.1% |
| 3M | -7.0% | +1.4% | -8.4% | -8.2% |
| 6M | -4.7% | +26.6% | -31.2% | -16.0% |
| YTD | +11.1% | +16.8% | -5.8% | +1.0% |
| 1Y | +12.3% | +10.1% | +2.2% | +5.0% |
| 3Y | +83.3% | +158.4% | -75.1% | +5.7% |
| 5Y | +77.5% | +43.1% | +34.4% | +37.3% |
| 10Y | +528.3% | +74.2% | +454.1% | +312.0% |
| All | +1,481.8% | +1,091.7% | +390.1% | +396.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling