+121.5%
MRVL vs QLD
+81.6%
+39.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.1% |
| 7D | -10.2% | -3.8% | -6.4% | -6.1% |
| 30D | -43.9% | -20.5% | -23.4% | -28.1% |
| 3M | -26.0% | -14.6% | -11.3% | -11.4% |
| 6M | -9.2% | -14.7% | +5.5% | +14.0% |
| YTD | +82.0% | +11.2% | +70.8% | +77.0% |
| 1Y | +65.9% | +7.1% | +58.8% | +67.7% |
| 3Y | +185.0% | +141.1% | +43.9% | +43.4% |
| 5Y | +121.5% | +84.3% | +37.2% | +33.6% |
| All | +121.5% | +81.6% | +39.9% | +33.6% |
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 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