+1,631.1%
QLD vs MAR
+420.9%
+1,210.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | -4.2% | +4.7% | +3.4% |
| 30D | -0.1% | -6.7% | +6.5% | +4.5% |
| 3M | -8.4% | -12.5% | +4.1% | -0.9% |
| 6M | +32.2% | +0.6% | +31.6% | +29.7% |
| YTD | +28.9% | +9.1% | +19.8% | +18.6% |
| 1Y | +43.8% | +26.2% | +17.6% | +18.4% |
| 3Y | +176.6% | +68.2% | +108.4% | +90.6% |
| 5Y | +121.6% | +163.9% | -42.3% | +19.3% |
| All | +1,631.1% | +420.9% | +1,210.2% | +545.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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