+206.2%
MLM vs QSR
+122.5%
+83.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -6.5% | +5.9% | -12.4% | -9.0% |
| 3M | -7.4% | +10.5% | -17.9% | -11.6% |
| 6M | -15.8% | +7.7% | -23.5% | -19.0% |
| YTD | -17.4% | +16.8% | -34.2% | -23.8% |
| 1Y | -17.9% | +30.9% | -48.8% | -28.3% |
| 3Y | +18.9% | +28.2% | -9.3% | +2.5% |
| 5Y | +43.4% | +45.0% | -1.5% | +15.2% |
| 10Y | +206.2% | +127.3% | +78.9% | +96.9% |
| All | +206.2% | +122.5% | +83.7% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling