+558.6%
QQQ vs MTB
+173.8%
+384.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -1.2% | -4.8% | +3.6% | 0.0% |
| 3M | -0.2% | +6.0% | -6.2% | -1.9% |
| 6M | +17.9% | +19.6% | -1.7% | +12.1% |
| YTD | +16.6% | +21.5% | -4.8% | +10.2% |
| 1Y | +23.0% | +24.7% | -1.7% | +15.2% |
| 3Y | +92.9% | +108.6% | -15.6% | +56.1% |
| 5Y | +95.6% | +106.7% | -11.1% | +56.4% |
| All | +558.6% | +173.8% | +384.7% | +390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling