+149.8%
QQQM vs MPC
+1,421.4%
-1,271.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | -1.4% | +17.0% | -18.3% | -3.7% |
| 3M | +2.2% | +49.5% | -47.3% | -4.0% |
| 6M | +16.9% | +83.5% | -66.6% | +5.8% |
| YTD | +15.7% | +144.1% | -128.4% | -0.6% |
| 1Y | +22.7% | +119.6% | -96.9% | +7.2% |
| 3Y | +93.9% | +168.1% | -74.1% | +60.4% |
| 5Y | +94.6% | +671.3% | -576.8% | +40.9% |
| All | +149.8% | +1,421.4% | -1,271.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling