+15.6%
MLM vs QSR
+21.7%
-6.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.9% | -2.9% | +2.1% | -0.1% |
| 30D | +9.0% | +4.1% | +4.9% | +7.8% |
| 3M | -5.6% | -0.7% | -4.9% | -5.6% |
| 6M | -10.7% | +0.4% | -11.1% | -11.1% |
| YTD | -17.2% | +13.5% | -30.7% | -20.6% |
| 1Y | -14.2% | +11.0% | -25.2% | -17.2% |
| 3Y | +15.6% | +22.0% | -6.4% | +6.3% |
| All | +15.6% | +21.7% | -6.1% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling