+118.8%
MRVL vs QLD
+80.9%
+37.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -2.2% |
| 7D | +11.0% | +7.0% | +4.0% | +4.2% |
| 30D | -36.1% | -14.3% | -21.8% | -23.9% |
| 3M | -29.4% | -16.0% | -13.4% | -13.9% |
| 6M | -11.9% | -14.2% | +2.4% | +10.2% |
| YTD | +84.8% | +12.8% | +72.0% | +77.7% |
| 1Y | +79.4% | +14.1% | +65.4% | +71.4% |
| 3Y | +195.7% | +146.0% | +49.8% | +46.3% |
| All | +118.8% | +80.9% | +37.9% | +31.7% |
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