+1,631.1%
QLD vs MLM
+199.9%
+1,431.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +2.5% |
| 30D | -0.1% | -6.8% | +6.7% | +4.5% |
| 3M | -8.4% | -11.2% | +2.9% | -2.2% |
| 6M | +32.2% | -21.8% | +54.0% | +53.6% |
| YTD | +28.9% | -17.0% | +45.9% | +42.4% |
| 1Y | +43.8% | -16.4% | +60.2% | +57.6% |
| 3Y | +176.6% | +14.5% | +162.1% | +144.0% |
| 5Y | +121.6% | +41.7% | +79.8% | +74.8% |
| All | +1,631.1% | +199.9% | +1,431.2% | +778.5% |
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