+91.3%
QQQ vs MTB
+113.5%
-22.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | -1.4% | -4.6% | +3.2% | -0.1% |
| 3M | +2.3% | +7.4% | -5.2% | 0.0% |
| 6M | +16.9% | +18.7% | -1.8% | +10.7% |
| YTD | +15.6% | +21.1% | -5.4% | +8.6% |
| 1Y | +22.6% | +24.1% | -1.4% | +14.1% |
| All | +91.3% | +113.5% | -22.2% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling