+9,127.5%
QLD vs MLM
+690.3%
+8,437.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.5% |
| 7D | +0.6% | -2.9% | +3.5% | +2.5% |
| 30D | -0.1% | -6.8% | +6.7% | +4.6% |
| 3M | -8.4% | -11.2% | +2.9% | -1.9% |
| 6M | +32.2% | -21.8% | +54.0% | +54.2% |
| YTD | +28.9% | -17.0% | +45.9% | +42.9% |
| 1Y | +43.8% | -16.4% | +60.2% | +58.1% |
| 3Y | +176.6% | +14.5% | +162.1% | +144.1% |
| 5Y | +121.6% | +41.7% | +79.8% | +75.0% |
| 10Y | +1,652.9% | +200.0% | +1,452.9% | +640.0% |
| All | +9,127.5% | +690.3% | +8,437.1% | +1,787.4% |
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