+1,570.9%
QQQ vs MMM
+989.1%
+581.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.4% | -3.3% | +3.7% | +2.0% |
| 30D | +0.2% | -7.0% | +7.3% | +3.8% |
| 3M | -2.8% | +10.8% | -13.6% | -8.0% |
| 6M | +18.0% | +5.8% | +12.2% | +13.9% |
| YTD | +17.3% | +6.8% | +10.5% | +12.0% |
| 1Y | +25.6% | +10.4% | +15.2% | +17.3% |
| 3Y | +93.7% | +104.7% | -11.0% | +26.2% |
| 5Y | +94.2% | +23.6% | +70.6% | +62.4% |
| 10Y | +557.9% | +54.1% | +503.7% | +361.1% |
| All | +1,570.9% | +989.1% | +581.8% | +451.4% |
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 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