+135.8%
IONQ vs MLM
+20.9%
+114.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.2% | -5.4% | -6.7% |
| 7D | -16.7% | -1.2% | -15.4% | -15.9% |
| 30D | -38.9% | +7.9% | -46.9% | -42.6% |
| 3M | -33.8% | -4.5% | -29.3% | -31.8% |
| 6M | -44.9% | -12.6% | -32.3% | -40.4% |
| YTD | -41.1% | -14.9% | -26.2% | -36.2% |
| 1Y | -52.3% | -13.1% | -39.2% | -49.7% |
| All | +135.8% | +20.9% | +114.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling