+1,077.1%
MRVL vs QLD
+1,375.1%
-298.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +3.7% |
| 7D | -28.1% | -10.3% | -17.8% | -20.9% |
| 30D | -50.4% | -26.1% | -24.3% | -35.6% |
| 3M | -32.9% | -17.8% | -15.2% | -19.8% |
| 6M | -17.9% | -15.6% | -2.4% | +0.5% |
| YTD | +66.4% | +5.4% | +61.1% | +71.4% |
| 1Y | +51.5% | +5.2% | +46.3% | +56.8% |
| 3Y | +177.9% | +139.4% | +38.4% | +66.6% |
| 5Y | +100.0% | +66.7% | +33.3% | +48.2% |
| All | +1,077.1% | +1,375.1% | -298.0% | +133.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling