+12.3%
QQQM vs MULL
+444.9%
-432.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.8% | +14.7% | +2.1% |
| 7D | -4.6% | -35.9% | +31.3% | -1.2% |
| 30D | -8.5% | -47.3% | +38.8% | -4.0% |
| 3M | -4.3% | -30.6% | +26.3% | -2.4% |
| 6M | +3.1% | +13.7% | -10.6% | -3.3% |
| YTD | +13.1% | +272.1% | -259.1% | -5.8% |
| 1Y | +12.3% | +475.1% | -462.8% | -11.4% |
| All | +12.3% | +444.9% | -432.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling