+79.6%
QQQ vs MLM
+28.3%
+51.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +6.4% | -2.0% | +8.3% | +7.3% |
| 30D | -7.5% | +9.5% | -17.0% | -11.4% |
| 3M | -4.8% | -4.7% | -0.1% | -3.1% |
| 6M | -2.5% | -10.7% | +8.2% | +1.3% |
| YTD | +12.4% | -16.6% | +29.0% | +19.5% |
| 1Y | +11.3% | -15.4% | +26.7% | +17.4% |
| 3Y | +85.0% | +15.9% | +69.0% | +58.2% |
| 5Y | +79.6% | +27.1% | +52.5% | +40.1% |
| All | +79.6% | +28.3% | +51.3% | +40.1% |
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