-23.9%
QS vs MLM
+18.0%
-41.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.9% |
| 7D | -5.0% | -5.8% | +0.9% | -1.1% |
| 30D | -1.4% | +9.8% | -11.2% | -7.0% |
| 3M | -33.6% | -5.2% | -28.4% | -31.3% |
| 6M | -47.6% | -10.3% | -37.3% | -44.5% |
| YTD | -59.6% | -15.5% | -44.1% | -55.9% |
| 1Y | -73.5% | -15.0% | -58.5% | -71.2% |
| All | -23.9% | +18.0% | -41.9% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling