+265.9%
IONQ vs MLM
+87.8%
+178.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +3.4% |
| 30D | -1.0% | -6.8% | +5.8% | +5.4% |
| 3M | -39.8% | -11.2% | -28.6% | -35.2% |
| 6M | +6.4% | -21.8% | +28.3% | +29.2% |
| YTD | -11.9% | -17.0% | +5.0% | -0.5% |
| 1Y | -6.2% | -16.4% | +10.2% | +3.9% |
| 3Y | +125.7% | +14.5% | +111.2% | +81.9% |
| 5Y | +296.0% | +41.7% | +254.2% | +173.9% |
| All | +265.9% | +87.8% | +178.1% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling