-56.8%
QS vs MLM
+144.3%
-201.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +6.0% | +5.6% |
| 7D | +5.4% | -4.1% | +9.5% | +9.2% |
| 30D | -5.3% | +8.2% | -13.5% | -11.3% |
| 3M | -22.6% | -3.6% | -19.0% | -20.4% |
| 6M | -46.2% | -15.6% | -30.6% | -39.2% |
| YTD | -58.9% | -16.4% | -42.5% | -53.6% |
| 1Y | -73.1% | -14.3% | -58.7% | -70.3% |
| 3Y | -27.2% | +19.3% | -46.5% | -42.8% |
| 5Y | -86.2% | +29.6% | -115.8% | -90.3% |
| All | -56.8% | +144.3% | -201.0% | -73.5% |
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