+558.6%
QQQ vs MAR
+450.9%
+107.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -0.6% | -0.5% | 0.0% | -0.4% |
| 30D | -1.2% | -5.4% | +4.2% | +0.6% |
| 3M | -0.2% | -15.5% | +15.3% | +5.2% |
| 6M | +17.9% | +3.0% | +15.0% | +15.9% |
| YTD | +16.6% | +8.5% | +8.1% | +12.2% |
| 1Y | +23.0% | +26.0% | -3.0% | +11.9% |
| 3Y | +92.9% | +68.6% | +24.3% | +58.1% |
| 5Y | +95.6% | +157.4% | -61.8% | +39.7% |
| All | +558.6% | +450.9% | +107.7% | +291.3% |
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