+19.3%
MLM vs QSR
+27.3%
-8.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -4.1% | +7.3% | -11.4% | -6.0% |
| 30D | +8.2% | +11.9% | -3.7% | +4.9% |
| 3M | -3.6% | +7.5% | -11.1% | -5.7% |
| 6M | -15.6% | +2.5% | -18.0% | -16.5% |
| YTD | -16.4% | +17.0% | -33.4% | -20.5% |
| 1Y | -14.3% | +18.1% | -32.5% | -18.8% |
| 3Y | +19.3% | +28.6% | -9.3% | +8.0% |
| All | +19.3% | +27.3% | -8.0% | +8.0% |
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