+80.7%
QQQ vs MP
+114.3%
-33.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | +1.0% |
| 7D | -5.0% | -10.5% | +5.5% | -4.1% |
| 30D | -13.4% | -23.5% | +10.1% | -11.5% |
| 3M | -8.1% | -25.4% | +17.3% | -6.1% |
| 6M | -5.5% | -51.3% | +45.8% | -0.8% |
| YTD | +7.2% | -29.9% | +37.1% | +9.2% |
| 1Y | +7.8% | -31.8% | +39.6% | +9.8% |
| 3Y | +80.7% | +127.0% | -46.3% | +58.1% |
| All | +80.7% | +114.3% | -33.6% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling