+94.6%
QQQM vs MMM
+24.2%
+70.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | -1.3% | -3.2% | +2.0% | -0.2% |
| 30D | -1.4% | -10.7% | +9.3% | +2.2% |
| 3M | +2.2% | +4.3% | -2.1% | +0.6% |
| 6M | +16.9% | +5.9% | +11.0% | +14.2% |
| YTD | +15.7% | +3.2% | +12.5% | +13.6% |
| 1Y | +22.7% | +8.0% | +14.7% | +18.2% |
| 3Y | +93.9% | +99.1% | -5.2% | +48.8% |
| 5Y | +94.6% | +25.7% | +68.8% | +78.6% |
| All | +94.6% | +24.2% | +70.4% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 5y: compounded portfolio wealth divided by compounded MMM 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…
5y analysis · Full analysis span regression · 6 months rolling