+409.1%
MLM vs QSR
+211.4%
+197.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -4.1% | +7.3% | -11.4% | -7.0% |
| 30D | +8.2% | +11.9% | -3.7% | +3.0% |
| 3M | -3.6% | +7.5% | -11.1% | -6.9% |
| 6M | -15.6% | +2.5% | -18.0% | -16.8% |
| YTD | -16.4% | +17.0% | -33.4% | -22.8% |
| 1Y | -14.3% | +18.1% | -32.5% | -21.3% |
| 3Y | +19.3% | +28.6% | -9.3% | +3.3% |
| 5Y | +29.6% | +55.8% | -26.2% | +2.0% |
| 10Y | +189.9% | +140.5% | +49.4% | +78.2% |
| All | +409.1% | +211.4% | +197.7% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling