+1,469.9%
QQQ vs MLM
+1,316.0%
+153.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.5% | -2.9% | +1.3% | -0.5% |
| 30D | -10.2% | +10.4% | -20.6% | -13.3% |
| 3M | -6.3% | -3.7% | -2.6% | -5.4% |
| 6M | -4.9% | -10.3% | +5.3% | -2.3% |
| YTD | +10.2% | -14.8% | +25.0% | +14.7% |
| 1Y | +8.8% | -13.9% | +22.7% | +12.7% |
| 3Y | +81.4% | +18.4% | +63.0% | +67.3% |
| 5Y | +78.5% | +31.8% | +46.7% | +57.7% |
| 10Y | +523.8% | +143.4% | +380.4% | +320.1% |
| All | +1,469.9% | +1,316.0% | +153.9% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling