+152.0%
QQQM vs MRK
+125.1%
+26.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -0.6% | -4.3% | +3.7% | -0.2% |
| 30D | -1.2% | +8.3% | -9.5% | -1.9% |
| 3M | -0.1% | +20.0% | -20.1% | -1.8% |
| 6M | +18.0% | +25.7% | -7.7% | +15.4% |
| YTD | +16.7% | +38.7% | -22.1% | +12.8% |
| 1Y | +23.0% | +74.7% | -51.6% | +15.8% |
| 3Y | +93.3% | +45.4% | +48.0% | +83.0% |
| 5Y | +96.3% | +129.0% | -32.8% | +73.0% |
| All | +152.0% | +125.1% | +26.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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