+77.5%
QQQ vs MLM
+25.7%
+51.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +3.6% | -0.9% | +4.5% | +4.0% |
| 30D | -6.7% | +9.0% | -15.8% | -10.5% |
| 3M | -7.0% | -5.6% | -1.5% | -4.9% |
| 6M | -4.7% | -10.7% | +6.0% | -1.0% |
| YTD | +11.1% | -17.2% | +28.2% | +18.5% |
| 1Y | +12.3% | -14.2% | +26.5% | +17.5% |
| 3Y | +83.3% | +15.6% | +67.7% | +56.9% |
| All | +77.5% | +25.7% | +51.8% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling