+138.8%
MLM vs QID
-99.0%
+237.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | +0.1% |
| 7D | -0.9% | -7.1% | +6.3% | -3.0% |
| 30D | +9.0% | +12.6% | -3.6% | +13.7% |
| 3M | -5.6% | +14.2% | -19.8% | -0.8% |
| 6M | -10.7% | +6.2% | -16.9% | -7.5% |
| YTD | -17.2% | -21.8% | +4.6% | -21.6% |
| 1Y | -14.2% | -23.1% | +8.9% | -19.0% |
| 3Y | +15.6% | -71.3% | +86.9% | -15.8% |
| 5Y | +26.2% | -77.0% | +103.2% | -3.4% |
| All | +138.8% | -99.0% | +237.8% | -24.6% |
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