-16.6%
MARA vs QLD
+154.4%
-170.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.6% | -0.3% | -0.4% |
| 7D | +11.5% | -1.2% | +12.7% | +13.0% |
| 30D | -18.9% | -15.7% | -3.1% | -2.8% |
| 3M | -20.9% | -10.0% | -10.8% | -11.2% |
| 6M | -42.8% | -11.2% | -31.6% | -35.1% |
| YTD | -14.7% | +16.4% | -31.1% | -25.9% |
| 1Y | -47.6% | +12.7% | -60.3% | -52.8% |
| All | -16.6% | +154.4% | -170.9% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling