+152.0%
QQQM vs MARA
+379.2%
-227.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.5% |
| 7D | -0.6% | +5.9% | -6.5% | -1.1% |
| 30D | -1.2% | +24.3% | -25.5% | -3.4% |
| 3M | -0.1% | -12.0% | +11.9% | +0.3% |
| 6M | +18.0% | +40.1% | -22.2% | +13.3% |
| YTD | +16.7% | +33.4% | -16.7% | +11.6% |
| 1Y | +23.0% | -23.7% | +46.8% | +22.6% |
| 3Y | +93.3% | +19.0% | +74.4% | +72.8% |
| 5Y | +96.3% | -66.5% | +162.8% | +73.7% |
| All | +152.0% | +379.2% | -227.2% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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