+149.8%
QQQM vs MDY
+98.0%
+51.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.3% |
| 7D | -1.3% | -2.5% | +1.3% | +0.9% |
| 30D | -1.4% | -5.0% | +3.7% | +3.1% |
| 3M | +2.2% | +0.5% | +1.7% | +1.9% |
| 6M | +16.9% | +8.0% | +8.9% | +9.8% |
| YTD | +15.7% | +12.2% | +3.5% | +5.1% |
| 1Y | +22.7% | +14.0% | +8.7% | +9.9% |
| 3Y | +93.9% | +48.2% | +45.8% | +37.9% |
| 5Y | +94.6% | +46.1% | +48.5% | +39.3% |
| All | +149.8% | +98.0% | +51.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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