+726.7%
MLM vs QID
-100.0%
+826.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +12.7% | -17.9% | 0.0% |
| 7D | -1.2% | +20.2% | -21.5% | +6.9% |
| 30D | +7.9% | +35.3% | -27.4% | +22.6% |
| 3M | -4.5% | +21.3% | -25.8% | +4.1% |
| 6M | -12.6% | +6.7% | -19.4% | -8.8% |
| YTD | -14.9% | -13.6% | -1.3% | -17.6% |
| 1Y | -13.1% | -11.0% | -2.1% | -14.5% |
| 3Y | +21.2% | -69.8% | +91.1% | -18.1% |
| 5Y | +32.0% | -74.1% | +106.1% | -1.8% |
| 10Y | +195.3% | -99.0% | +294.3% | -37.5% |
| All | +726.7% | -100.0% | +826.7% | -57.1% |
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