+93.3%
QQQM vs MCO
+42.6%
+50.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -0.6% | -3.8% | +3.2% | +0.8% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | -0.1% | +7.7% | -7.8% | -3.5% |
| 6M | +18.0% | +7.0% | +11.0% | +13.8% |
| YTD | +16.7% | -6.4% | +23.1% | +18.8% |
| 1Y | +23.0% | -7.6% | +30.7% | +25.8% |
| 3Y | +93.3% | +43.2% | +50.1% | +60.0% |
| All | +93.3% | +42.6% | +50.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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