-74.1%
MARA vs QID
-99.2%
+25.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +3.0% |
| 7D | +5.9% | +1.3% | +4.7% | +7.4% |
| 30D | +24.3% | +2.9% | +21.3% | +29.0% |
| 3M | -12.0% | -0.7% | -11.3% | -8.5% |
| 6M | +40.1% | -29.7% | +69.8% | +8.7% |
| YTD | +33.4% | -27.9% | +61.3% | +9.9% |
| 1Y | -23.7% | -34.6% | +10.8% | -40.4% |
| 3Y | +19.0% | -73.5% | +92.5% | -46.9% |
| 5Y | -66.5% | -81.0% | +14.5% | -79.3% |
| All | -74.1% | -99.2% | +25.1% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling