+405.8%
MLM vs QSR
+218.5%
+187.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.9% |
| 30D | -6.8% | +7.6% | -14.4% | -9.8% |
| 3M | -11.2% | +12.6% | -23.9% | -15.8% |
| 6M | -21.8% | +14.4% | -36.2% | -26.7% |
| YTD | -17.0% | +19.6% | -36.6% | -23.9% |
| 1Y | -16.4% | +33.9% | -50.2% | -27.3% |
| 3Y | +14.5% | +27.1% | -12.6% | -0.2% |
| 5Y | +41.7% | +48.5% | -6.8% | +13.9% |
| 10Y | +200.0% | +126.2% | +73.8% | +88.2% |
| All | +405.8% | +218.5% | +187.3% | +169.8% |
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