+143.6%
QQQM vs MLM
+108.9%
+34.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | -0.2% | -5.8% | +5.6% | +2.1% |
| 30D | -7.5% | +9.8% | -17.3% | -10.9% |
| 3M | -3.8% | -5.2% | +1.4% | -2.1% |
| 6M | -3.0% | -10.3% | +7.3% | +0.1% |
| YTD | +12.8% | -15.5% | +28.2% | +18.3% |
| 1Y | +11.6% | -15.0% | +26.7% | +16.8% |
| 3Y | +85.9% | +17.5% | +68.5% | +66.2% |
| 5Y | +82.7% | +30.5% | +52.2% | +48.7% |
| All | +143.6% | +108.9% | +34.7% | +91.1% |
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 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