-90.1%
MARA vs QID
-99.8%
+9.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.9% |
| 7D | +15.6% | -2.7% | +18.4% | +12.9% |
| 30D | +17.2% | +1.8% | +15.5% | +20.0% |
| 3M | -14.2% | -2.2% | -12.0% | -11.5% |
| 6M | +47.7% | -32.1% | +79.8% | +13.1% |
| YTD | +31.7% | -28.6% | +60.3% | +9.2% |
| 1Y | -22.2% | -36.3% | +14.1% | -39.5% |
| 3Y | +8.4% | -74.4% | +82.8% | -49.8% |
| 5Y | -68.3% | -80.8% | +12.5% | -79.0% |
| 10Y | -74.9% | -99.1% | +24.3% | -95.7% |
| All | -90.1% | -99.8% | +9.7% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling