+153.2%
QQQM vs MLM
+104.1%
+49.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +0.9% |
| 30D | -0.7% | -6.5% | +5.9% | +1.9% |
| 3M | +0.4% | -7.4% | +7.9% | +2.7% |
| 6M | +20.1% | -15.8% | +35.9% | +27.2% |
| YTD | +17.2% | -17.4% | +34.7% | +24.3% |
| 1Y | +24.7% | -17.9% | +42.6% | +32.3% |
| 3Y | +96.6% | +18.9% | +77.7% | +74.7% |
| 5Y | +95.0% | +43.4% | +51.6% | +58.3% |
| All | +153.2% | +104.1% | +49.2% | +100.9% |
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