+503.4%
QQQ vs MLM
+185.4%
+318.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | -5.0% | -4.1% | -0.9% | -3.6% |
| 30D | -13.4% | +8.2% | -21.6% | -15.8% |
| 3M | -8.1% | -3.6% | -4.5% | -7.3% |
| 6M | -5.5% | -15.6% | +10.1% | -0.9% |
| YTD | +7.2% | -16.4% | +23.6% | +12.2% |
| 1Y | +7.8% | -14.3% | +22.1% | +11.8% |
| 3Y | +80.7% | +19.3% | +61.4% | +65.6% |
| 5Y | +69.6% | +29.6% | +40.0% | +48.8% |
| All | +503.4% | +185.4% | +318.0% | +317.5% |
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 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