+144.7%
IONQ vs MLM
+92.6%
+52.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.2% | -5.4% | -6.0% |
| 7D | -16.7% | -1.2% | -15.4% | -15.9% |
| 30D | -38.9% | +7.9% | -46.9% | -43.2% |
| 3M | -33.8% | -4.5% | -29.3% | -31.6% |
| 6M | -44.9% | -12.6% | -32.3% | -40.1% |
| YTD | -41.1% | -14.9% | -26.2% | -35.5% |
| 1Y | -52.3% | -13.1% | -39.2% | -49.0% |
| 3Y | +128.2% | +21.2% | +107.0% | +73.0% |
| 5Y | +37.2% | +32.0% | +5.2% | -6.2% |
| All | +144.7% | +92.6% | +52.1% | +55.2% |
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