+513.5%
MRVL vs QLD
+7,183.5%
-6,670.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -12.7% | -3.7% | -7.5% |
| 7D | -38.8% | -18.6% | -20.3% | -28.7% |
| 30D | -53.5% | -28.3% | -25.2% | -40.2% |
| 3M | -36.7% | -20.4% | -16.3% | -24.2% |
| 6M | -20.8% | -14.3% | -6.5% | -6.1% |
| YTD | +57.4% | +2.8% | +54.7% | +64.7% |
| 1Y | +44.0% | -1.2% | +45.2% | +55.2% |
| 3Y | +162.2% | +135.3% | +26.9% | +68.6% |
| 5Y | +89.2% | +62.6% | +26.6% | +53.0% |
| 10Y | +1,042.7% | +1,384.3% | -341.6% | +123.0% |
| All | +513.5% | +7,183.5% | -6,670.0% | -70.8% |
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