-4.6%
QQQM vs MA
+33.8%
-38.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.0% |
| 7D | +3.6% | +1.3% | +2.3% | +3.9% |
| 30D | -6.7% | +9.6% | -16.3% | -4.2% |
| 3M | -7.0% | +16.8% | -23.8% | -2.8% |
| 6M | -4.6% | +35.2% | -39.8% | +6.3% |
| All | -4.6% | +33.8% | -38.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 6mo: compounded portfolio wealth divided by compounded MA 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…
6mo analysis · Full analysis span regression · 6 months rolling