+153.2%
QQQM vs M
+339.6%
-186.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | +1.5% | +2.4% | -0.9% | +1.2% |
| 30D | -0.7% | -11.6% | +11.0% | +1.0% |
| 3M | +0.4% | +1.6% | -1.2% | -0.1% |
| 6M | +20.1% | +25.2% | -5.2% | +15.9% |
| YTD | +17.2% | +3.8% | +13.5% | +15.8% |
| 1Y | +24.7% | +36.3% | -11.6% | +18.3% |
| 3Y | +96.6% | +116.3% | -19.8% | +69.8% |
| 5Y | +95.0% | +28.2% | +66.9% | +80.1% |
| All | +153.2% | +339.6% | -186.4% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling