-12.6%
MLM vs QID
+5.6%
-18.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +12.7% | -17.9% | -4.0% |
| 7D | -1.2% | +20.2% | -21.5% | +0.3% |
| 30D | +7.9% | +35.3% | -27.4% | +10.9% |
| 3M | -4.5% | +21.3% | -25.8% | -2.9% |
| 6M | -12.6% | +6.7% | -19.4% | -16.2% |
| All | -12.6% | +5.6% | -18.2% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling