-90.5%
MARA vs QLD
+5,189.8%
-5,280.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.8% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | +0.6% | -0.1% | +0.8% | +0.8% |
| 3M | -18.5% | -8.4% | -10.2% | -11.3% |
| 6M | +21.7% | +32.2% | -10.5% | -5.8% |
| YTD | +25.9% | +28.9% | -3.0% | +1.0% |
| 1Y | -25.1% | +43.8% | -69.0% | -45.2% |
| 3Y | -5.7% | +176.6% | -182.3% | -62.1% |
| 5Y | -73.9% | +121.6% | -195.5% | -85.7% |
| 10Y | -75.6% | +1,652.9% | -1,728.5% | -96.4% |
| All | -90.5% | +5,189.8% | -5,280.3% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling