+153.5%
MLM vs QSR
+134.8%
+18.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -3.8% | +3.9% | -7.7% | -5.5% |
| 30D | +11.0% | +9.3% | +1.7% | +6.6% |
| 3M | -3.1% | +5.9% | -8.9% | -5.9% |
| 6M | -9.8% | -1.0% | -8.8% | -9.8% |
| YTD | -14.4% | +16.7% | -31.1% | -21.1% |
| 1Y | -12.6% | +18.6% | -31.1% | -20.2% |
| 3Y | +19.7% | +25.4% | -5.6% | +4.1% |
| 5Y | +29.8% | +59.0% | -29.3% | -0.5% |
| 10Y | +153.5% | +130.4% | +23.1% | +64.6% |
| All | +153.5% | +134.8% | +18.7% | +64.6% |
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