-81.6%
MARA vs QLD
+1,508.4%
-1,590.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.4% |
| 7D | +22.4% | +12.5% | +10.0% | +8.7% |
| 30D | -21.0% | -15.7% | -5.3% | -5.7% |
| 3M | -25.3% | -11.9% | -13.4% | -14.6% |
| 6M | -43.4% | -10.3% | -33.1% | -36.4% |
| YTD | -19.8% | +15.6% | -35.4% | -29.4% |
| 1Y | -50.0% | +12.1% | -62.2% | -54.4% |
| 3Y | -25.1% | +150.7% | -175.7% | -69.3% |
| 5Y | -90.5% | +86.6% | -177.1% | -94.4% |
| All | -81.6% | +1,508.4% | -1,590.0% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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