-87.4%
MARA vs QLD
+80.9%
-168.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.5% | -0.1% |
| 7D | +10.1% | +7.0% | +3.1% | +1.4% |
| 30D | -15.1% | -14.3% | -0.8% | +1.6% |
| 3M | -24.1% | -16.0% | -8.1% | -6.6% |
| 6M | -45.2% | -14.2% | -30.9% | -34.7% |
| YTD | -22.2% | +12.8% | -34.9% | -32.2% |
| 1Y | -45.3% | +14.1% | -59.4% | -52.9% |
| 3Y | -23.9% | +146.0% | -169.8% | -75.2% |
| All | -87.4% | +80.9% | -168.3% | -93.2% |
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