-62.8%
QS vs MLM
+142.1%
-205.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -4.6% |
| 7D | -14.0% | -0.9% | -13.1% | -13.2% |
| 30D | -6.4% | +9.0% | -15.4% | -12.7% |
| 3M | -40.3% | -5.6% | -34.7% | -37.4% |
| 6M | -57.5% | -10.7% | -46.8% | -54.1% |
| YTD | -64.7% | -17.2% | -47.5% | -59.7% |
| 1Y | -72.9% | -14.2% | -58.7% | -70.1% |
| 3Y | -33.5% | +15.6% | -49.1% | -46.1% |
| 5Y | -90.5% | +26.2% | -116.8% | -93.2% |
| All | -62.8% | +142.1% | -205.0% | -77.0% |
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