-72.7%
QS vs MLM
-12.9%
-59.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +8.0% | -2.9% | +10.9% | +10.1% |
| 30D | -2.8% | +10.4% | -13.3% | -7.9% |
| 3M | -28.1% | -3.7% | -24.4% | -26.7% |
| 6M | -41.0% | -10.3% | -30.7% | -38.6% |
| YTD | -57.3% | -14.8% | -42.5% | -56.2% |
| 1Y | -72.7% | -13.9% | -58.8% | -72.3% |
| All | -72.7% | -12.9% | -59.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling