-53.8%
QS vs MLM
+150.3%
-204.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +4.7% |
| 7D | +13.7% | -3.8% | +17.5% | +17.6% |
| 30D | -0.2% | +11.0% | -11.2% | -8.4% |
| 3M | -24.8% | -3.1% | -21.8% | -23.0% |
| 6M | -39.4% | -9.8% | -29.6% | -35.2% |
| YTD | -56.1% | -14.4% | -41.8% | -51.4% |
| 1Y | -72.5% | -12.6% | -59.9% | -70.1% |
| 3Y | -16.3% | +19.7% | -36.0% | -34.2% |
| 5Y | -87.6% | +29.8% | -117.3% | -91.4% |
| All | -53.8% | +150.3% | -204.1% | -72.3% |
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