+19.6%
MLM vs QSR
+32.7%
-13.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.6% |
| 30D | -6.8% | +7.6% | -14.4% | -8.8% |
| 3M | -11.2% | +12.6% | -23.9% | -14.1% |
| 6M | -21.8% | +14.4% | -36.2% | -24.9% |
| YTD | -17.0% | +19.6% | -36.6% | -21.4% |
| 1Y | -16.4% | +33.9% | -50.2% | -23.7% |
| All | +19.6% | +32.7% | -13.1% | +8.4% |
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