+8,329.0%
QLD vs MLM
+754.5%
+7,574.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.3% |
| 7D | -9.4% | +9.1% | -18.5% | -15.0% |
| 30D | -17.1% | +14.6% | -31.7% | -25.1% |
| 3M | -10.4% | +0.3% | -10.7% | -11.5% |
| 6M | +0.7% | -7.5% | +8.2% | +3.7% |
| YTD | +17.7% | -10.2% | +28.0% | +22.7% |
| 1Y | +14.7% | -10.5% | +25.2% | +19.7% |
| 3Y | +169.6% | +27.8% | +141.8% | +118.9% |
| 5Y | +86.7% | +38.9% | +47.7% | +48.1% |
| 10Y | +1,600.8% | +211.4% | +1,389.3% | +597.8% |
| All | +8,329.0% | +754.5% | +7,574.5% | +1,519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling