+5.2%
QLD vs MLM
-14.5%
+19.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.1% |
| 7D | -10.3% | -4.1% | -6.1% | -8.7% |
| 30D | -26.1% | +8.2% | -34.2% | -27.7% |
| 3M | -17.8% | -3.6% | -14.2% | -16.4% |
| 6M | -15.6% | -15.6% | 0.0% | -10.3% |
| YTD | +5.4% | -16.4% | +21.8% | +6.3% |
| 1Y | +5.2% | -14.3% | +19.6% | +4.0% |
| All | +5.2% | -14.5% | +19.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling