+206.1%
MLM vs QID
-99.1%
+305.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.0% |
| 7D | -2.9% | -0.6% | -2.3% | -3.1% |
| 30D | -6.8% | 0.0% | -6.8% | -6.7% |
| 3M | -11.2% | +3.7% | -15.0% | -9.4% |
| 6M | -21.8% | -29.9% | +8.0% | -29.2% |
| YTD | -17.0% | -28.8% | +11.8% | -24.2% |
| 1Y | -16.4% | -37.2% | +20.8% | -26.3% |
| 3Y | +14.5% | -73.7% | +88.2% | -18.8% |
| 5Y | +41.7% | -80.7% | +122.5% | +2.3% |
| All | +206.1% | -99.1% | +305.3% | -3.4% |
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