+93.9%
QQQ vs MP
+58.1%
+35.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +0.4% | -2.9% | +3.2% | +0.7% |
| 30D | +0.2% | +13.8% | -13.6% | -1.6% |
| 3M | -2.8% | -16.7% | +13.9% | -1.1% |
| 6M | +18.0% | -11.5% | +29.5% | +18.2% |
| YTD | +17.3% | +7.9% | +9.4% | +13.9% |
| 1Y | +25.6% | -15.0% | +40.6% | +23.7% |
| 3Y | +93.7% | +153.5% | -59.8% | +48.5% |
| All | +93.9% | +58.1% | +35.8% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling