+153.5%
MLM vs QID
-99.0%
+252.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.8% | +9.3% | +0.3% |
| 7D | -3.8% | -0.8% | -3.1% | -3.6% |
| 30D | +11.0% | +20.1% | -9.1% | +18.1% |
| 3M | -3.1% | +11.8% | -14.9% | +1.1% |
| 6M | -9.8% | +5.5% | -15.3% | -6.8% |
| YTD | -14.4% | -21.5% | +7.2% | -18.8% |
| 1Y | -12.6% | -22.6% | +10.1% | -17.2% |
| 3Y | +19.7% | -72.3% | +92.0% | -13.7% |
| 5Y | +29.8% | -76.9% | +106.7% | -0.5% |
| 10Y | +153.5% | -99.0% | +252.5% | -11.2% |
| All | +153.5% | -99.0% | +252.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling