+19.3%
MLM vs QID
-70.5%
+89.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -2.4% |
| 7D | -4.1% | +9.4% | -13.5% | -1.8% |
| 30D | +8.2% | +31.2% | -23.1% | +15.6% |
| 3M | -3.6% | +17.4% | -21.0% | +0.5% |
| 6M | -15.6% | +8.4% | -24.0% | -13.0% |
| YTD | -16.4% | -15.8% | -0.7% | -19.1% |
| 1Y | -14.3% | -16.3% | +2.0% | -17.0% |
| 3Y | +19.3% | -70.4% | +89.7% | -8.2% |
| All | +19.3% | -70.5% | +89.8% | -8.2% |
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 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