+152.0%
QQQM vs M
+332.4%
-180.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.2% |
| 7D | -0.6% | -4.2% | +3.6% | 0.0% |
| 30D | -1.2% | -7.2% | +6.0% | -0.3% |
| 3M | -0.1% | -11.1% | +11.1% | +1.3% |
| 6M | +18.0% | +28.8% | -10.8% | +13.4% |
| YTD | +16.7% | +2.0% | +14.7% | +15.5% |
| 1Y | +23.0% | +31.3% | -8.2% | +17.2% |
| 3Y | +93.3% | +119.1% | -25.7% | +66.7% |
| 5Y | +96.3% | +29.7% | +66.6% | +81.6% |
| All | +152.0% | +332.4% | -180.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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