+7,256.1%
QLD vs MAR
+1,413.5%
+5,842.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.8% | -10.9% | -11.3% |
| 7D | -18.6% | +4.4% | -23.0% | -21.3% |
| 30D | -28.3% | +15.5% | -43.8% | -36.1% |
| 3M | -20.4% | +15.7% | -36.1% | -29.4% |
| 6M | -14.3% | +18.2% | -32.5% | -26.3% |
| YTD | +2.8% | +35.3% | -32.5% | -21.5% |
| 1Y | -1.2% | +48.6% | -49.9% | -30.4% |
| 3Y | +135.3% | +124.3% | +11.0% | +21.1% |
| 5Y | +62.6% | +159.7% | -97.1% | -23.8% |
| 10Y | +1,384.3% | +555.2% | +829.1% | +175.0% |
| All | +7,256.1% | +1,413.5% | +5,842.6% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling