+153.2%
QQQM vs MMM
+46.4%
+106.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | -1.6% | +3.1% | +2.0% |
| 30D | -0.7% | -8.0% | +7.4% | +1.8% |
| 3M | +0.4% | +9.4% | -8.9% | -2.4% |
| 6M | +20.1% | +10.2% | +9.8% | +16.2% |
| YTD | +17.2% | +6.1% | +11.1% | +14.4% |
| 1Y | +24.7% | +10.8% | +14.0% | +19.7% |
| 3Y | +96.6% | +104.8% | -8.2% | +54.9% |
| 5Y | +95.0% | +27.0% | +68.0% | +68.4% |
| All | +153.2% | +46.4% | +106.8% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling