+62.6%
QLD vs MLM
+30.6%
+31.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.2% | -7.6% | -8.1% |
| 7D | -18.6% | -1.2% | -17.3% | -17.5% |
| 30D | -28.3% | +7.9% | -36.2% | -33.4% |
| 3M | -20.4% | -4.5% | -15.9% | -17.7% |
| 6M | -14.3% | -12.6% | -1.6% | -5.8% |
| YTD | +2.8% | -14.9% | +17.6% | +13.3% |
| 1Y | -1.2% | -13.1% | +11.9% | +6.5% |
| 3Y | +135.3% | +21.2% | +114.1% | +66.0% |
| 5Y | +62.6% | +32.0% | +30.6% | +2.5% |
| All | +62.6% | +30.6% | +31.9% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling