+149.8%
QQQM vs MAR
+245.9%
-96.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -1.3% | -2.1% | +0.8% | -0.5% |
| 30D | -1.4% | -5.7% | +4.3% | +0.7% |
| 3M | +2.2% | -14.6% | +16.8% | +7.9% |
| 6M | +16.9% | +1.3% | +15.5% | +15.1% |
| YTD | +15.7% | +6.7% | +9.0% | +11.1% |
| 1Y | +22.7% | +26.4% | -3.8% | +9.5% |
| 3Y | +93.9% | +64.7% | +29.2% | +54.5% |
| 5Y | +94.6% | +153.1% | -58.5% | +36.8% |
| All | +149.8% | +245.9% | -96.0% | +69.2% |
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