-25.1%
MARA vs QID
-38.2%
+13.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.9% |
| 7D | +6.0% | -0.6% | +6.6% | +5.6% |
| 30D | +0.6% | 0.0% | +0.6% | +1.3% |
| 3M | -18.5% | +3.7% | -22.2% | -9.2% |
| 6M | +21.7% | -29.9% | +51.6% | -12.8% |
| YTD | +25.9% | -28.8% | +54.7% | -5.8% |
| 1Y | -25.1% | -37.2% | +12.0% | -54.5% |
| All | -25.1% | -38.2% | +13.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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