+149.8%
QQQM vs MCO
+67.2%
+82.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -1.3% | -7.3% | +6.1% | +2.5% |
| 30D | -1.4% | -1.7% | +0.3% | -0.7% |
| 3M | +2.2% | +3.9% | -1.7% | -0.8% |
| 6M | +16.9% | +3.8% | +13.1% | +13.0% |
| YTD | +15.7% | -7.9% | +23.6% | +18.4% |
| 1Y | +22.7% | -6.8% | +29.5% | +24.0% |
| 3Y | +93.9% | +40.9% | +53.0% | +48.9% |
| 5Y | +94.6% | +27.5% | +67.1% | +52.3% |
| All | +149.8% | +67.2% | +82.6% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling