+43.5%
MLM vs QSR
+49.2%
-5.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.8% |
| 30D | -6.8% | +7.6% | -14.4% | -9.6% |
| 3M | -11.2% | +12.6% | -23.9% | -15.4% |
| 6M | -21.8% | +14.4% | -36.2% | -26.3% |
| YTD | -17.0% | +19.6% | -36.6% | -23.4% |
| 1Y | -16.4% | +33.9% | -50.2% | -26.8% |
| 3Y | +14.5% | +27.1% | -12.6% | -0.3% |
| All | +43.5% | +49.2% | -5.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling