+14.1%
QLD vs MAR
+47.1%
-33.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +7.0% | +1.6% | +5.4% | +6.6% |
| 30D | -14.3% | +13.8% | -28.1% | -16.7% |
| 3M | -16.0% | +20.3% | -36.3% | -19.5% |
| 6M | -14.2% | +21.3% | -35.6% | -19.1% |
| YTD | +12.8% | +37.2% | -24.5% | +2.2% |
| 1Y | +14.1% | +48.4% | -34.4% | +2.1% |
| All | +14.1% | +47.1% | -33.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling