+24.7%
QQQ vs MP
-11.6%
+36.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.5% | +3.0% | -1.5% | +1.2% |
| 30D | -0.6% | +8.3% | -9.0% | -1.6% |
| 3M | +0.4% | -3.8% | +4.3% | 0.0% |
| 6M | +20.1% | -4.9% | +25.0% | +19.0% |
| YTD | +17.2% | +9.6% | +7.6% | +15.0% |
| 1Y | +24.7% | -11.7% | +36.4% | +23.6% |
| All | +24.7% | -11.6% | +36.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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