+141.1%
QLD vs MAR
+126.2%
+14.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -3.1% |
| 7D | -3.8% | +2.9% | -6.6% | -5.6% |
| 30D | -20.5% | +17.0% | -37.6% | -29.3% |
| 3M | -14.6% | +23.2% | -37.8% | -27.1% |
| 6M | -14.7% | +21.7% | -36.4% | -28.1% |
| YTD | +11.2% | +38.9% | -27.7% | -18.0% |
| 1Y | +7.1% | +48.7% | -41.6% | -26.6% |
| 3Y | +141.1% | +122.9% | +18.2% | +17.1% |
| All | +141.1% | +126.2% | +14.9% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling