+40.8%
QQQM vs MULL
+2,337.2%
-2,296.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.6% | -8.4% | +7.9% | +0.3% |
| 30D | -1.2% | +9.7% | -10.9% | -2.6% |
| 3M | -0.1% | -26.8% | +26.7% | -1.0% |
| 6M | +18.0% | +220.7% | -202.7% | -5.1% |
| YTD | +16.7% | +509.0% | -492.4% | -15.1% |
| 1Y | +23.0% | +1,739.5% | -1,716.5% | -25.3% |
| All | +40.8% | +2,337.2% | -2,296.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling