+7.8%
QQQ vs MLM
-14.5%
+22.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.7% |
| 7D | -5.0% | -4.1% | -0.9% | -4.2% |
| 30D | -13.4% | +8.2% | -21.6% | -14.4% |
| 3M | -8.1% | -3.6% | -4.5% | -7.3% |
| 6M | -5.5% | -15.6% | +10.1% | -2.6% |
| YTD | +7.2% | -16.4% | +23.6% | +7.6% |
| 1Y | +7.8% | -14.3% | +22.1% | +7.0% |
| All | +7.8% | -14.5% | +22.2% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling