-10.5%
MLM vs QSR
+23.8%
-34.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +1.1% |
| 7D | +9.1% | +5.2% | +3.9% | +7.8% |
| 30D | +14.6% | +12.2% | +2.5% | +11.7% |
| 3M | +0.3% | +7.0% | -6.7% | -1.6% |
| 6M | -7.5% | -0.3% | -7.2% | -8.8% |
| YTD | -10.2% | +18.0% | -28.2% | -13.3% |
| 1Y | -10.5% | +22.6% | -33.1% | -14.5% |
| All | -10.5% | +23.8% | -34.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling