-91.6%
MARA vs QLD
+66.7%
-158.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.4% | +5.0% |
| 7D | -6.2% | -10.3% | +4.1% | +6.8% |
| 30D | -38.7% | -26.1% | -12.6% | -12.3% |
| 3M | -40.4% | -17.8% | -22.6% | -24.8% |
| 6M | -51.3% | -15.6% | -35.7% | -40.7% |
| YTD | -29.3% | +5.4% | -34.7% | -33.2% |
| 1Y | -60.2% | +5.2% | -65.4% | -62.3% |
| 3Y | -31.3% | +139.4% | -170.7% | -77.2% |
| All | -91.6% | +66.7% | -158.3% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling