+1,173.1%
MRVL vs QID
-99.0%
+1,272.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -2.6% |
| 7D | +11.0% | -7.1% | +18.2% | +5.6% |
| 30D | -36.1% | +12.6% | -48.7% | -25.9% |
| 3M | -29.4% | +14.2% | -43.7% | -15.9% |
| 6M | -11.9% | +6.2% | -18.1% | +8.8% |
| YTD | +84.8% | -21.8% | +106.6% | +87.1% |
| 1Y | +79.4% | -23.1% | +102.5% | +81.8% |
| 3Y | +195.7% | -71.3% | +267.1% | +97.5% |
| 5Y | +117.2% | -77.0% | +194.2% | +77.3% |
| All | +1,173.1% | -99.0% | +1,272.2% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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