+145.5%
MLM vs QID
-99.1%
+244.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -2.2% |
| 7D | -5.8% | -1.1% | -4.7% | -5.7% |
| 30D | +9.8% | +14.4% | -4.6% | +15.2% |
| 3M | -5.2% | +6.7% | -11.8% | -2.5% |
| 6M | -10.3% | +2.6% | -12.9% | -8.1% |
| YTD | -15.5% | -24.2% | +8.7% | -20.7% |
| 1Y | -15.0% | -22.3% | +7.3% | -19.5% |
| 3Y | +17.5% | -72.0% | +89.5% | -15.1% |
| 5Y | +30.5% | -78.2% | +108.7% | -1.7% |
| 10Y | +145.5% | -99.1% | +244.6% | -21.5% |
| All | +145.5% | -99.1% | +244.6% | -21.5% |
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