+18.4%
MLM vs QID
-71.7%
+90.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.2% |
| 7D | -2.9% | +1.8% | -4.6% | -2.1% |
| 30D | +10.4% | +21.6% | -11.2% | +16.1% |
| 3M | -3.7% | +12.6% | -16.4% | -0.5% |
| 6M | -10.3% | +6.9% | -17.2% | -7.6% |
| YTD | -14.8% | -20.5% | +5.7% | -18.5% |
| 1Y | -13.9% | -18.1% | +4.2% | -16.8% |
| 3Y | +18.4% | -70.7% | +89.1% | -10.3% |
| All | +18.4% | -71.7% | +90.1% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling