+152.0%
QQQM vs MDLZ
+22.9%
+129.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | -1.2% | +0.4% | -1.6% | -1.3% |
| 3M | -0.1% | -0.6% | +0.5% | -0.2% |
| 6M | +18.0% | +14.7% | +3.2% | +13.3% |
| YTD | +16.7% | +18.0% | -1.3% | +10.8% |
| 1Y | +23.0% | +4.1% | +18.9% | +20.9% |
| 3Y | +93.3% | -4.6% | +97.9% | +92.8% |
| 5Y | +96.3% | +18.4% | +77.9% | +71.8% |
| All | +152.0% | +22.9% | +129.1% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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