+139.4%
QLD vs MAR
+122.8%
+16.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -10.3% | +4.3% | -14.6% | -13.0% |
| 30D | -26.1% | +16.8% | -42.9% | -34.2% |
| 3M | -17.8% | +16.0% | -33.8% | -26.6% |
| 6M | -15.6% | +16.5% | -32.0% | -26.3% |
| YTD | +5.4% | +35.0% | -29.7% | -20.7% |
| 1Y | +5.2% | +49.4% | -44.1% | -28.8% |
| 3Y | +139.4% | +124.1% | +15.4% | +15.9% |
| All | +139.4% | +122.8% | +16.7% | +15.9% |
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