+556.7%
QQQ vs MLM
+204.6%
+352.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | -0.6% | -6.5% | +5.9% | +1.5% |
| 3M | +0.4% | -7.4% | +7.9% | +2.4% |
| 6M | +20.1% | -15.8% | +35.9% | +26.2% |
| YTD | +17.2% | -17.4% | +34.6% | +23.5% |
| 1Y | +24.7% | -17.9% | +42.6% | +31.4% |
| 3Y | +96.2% | +18.9% | +77.3% | +80.2% |
| 5Y | +94.4% | +43.4% | +50.9% | +66.6% |
| 10Y | +556.7% | +206.2% | +350.5% | +341.7% |
| All | +556.7% | +204.6% | +352.1% | +341.7% |
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