+1,569.6%
QQQ vs MAR
+2,423.0%
-853.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | +1.5% | -1.7% | +3.2% | +2.2% |
| 30D | -0.6% | -6.9% | +6.3% | +2.1% |
| 3M | +0.4% | -15.8% | +16.3% | +7.0% |
| 6M | +20.1% | +1.9% | +18.1% | +18.1% |
| YTD | +17.2% | +6.6% | +10.6% | +12.8% |
| 1Y | +24.7% | +23.7% | +1.0% | +12.4% |
| 3Y | +96.2% | +64.6% | +31.6% | +56.3% |
| 5Y | +94.4% | +156.4% | -62.0% | +27.7% |
| 10Y | +556.7% | +415.4% | +141.3% | +188.2% |
| All | +1,569.6% | +2,423.0% | -853.5% | +218.1% |
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 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