+711.6%
MLM vs QID
-100.0%
+811.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -2.9% |
| 7D | -4.1% | +9.4% | -13.5% | -0.1% |
| 30D | +8.2% | +31.2% | -23.1% | +21.3% |
| 3M | -3.6% | +17.4% | -21.0% | +3.7% |
| 6M | -15.6% | +8.4% | -24.0% | -11.3% |
| YTD | -16.4% | -15.8% | -0.7% | -20.0% |
| 1Y | -14.3% | -16.3% | +2.0% | -17.9% |
| 3Y | +19.3% | -70.4% | +89.7% | -20.0% |
| 5Y | +29.6% | -74.8% | +104.4% | -4.6% |
| 10Y | +189.9% | -99.0% | +288.9% | -39.3% |
| All | +711.6% | -100.0% | +811.5% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling