+1,315.8%
QLD vs MLM
+190.7%
+1,125.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.2% | -7.6% | -9.3% |
| 7D | -18.6% | -1.2% | -17.3% | -17.7% |
| 30D | -28.3% | +7.9% | -36.2% | -32.1% |
| 3M | -20.4% | -4.5% | -15.9% | -18.4% |
| 6M | -14.3% | -12.6% | -1.6% | -8.0% |
| YTD | +2.8% | -14.9% | +17.6% | +11.2% |
| 1Y | -1.2% | -13.1% | +11.9% | +5.4% |
| 3Y | +135.3% | +21.2% | +114.1% | +98.9% |
| 5Y | +62.6% | +32.0% | +30.6% | +32.1% |
| All | +1,315.8% | +190.7% | +1,125.0% | +651.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling