Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 18.90% |
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 30.60% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 45.20% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 5.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mariano Overall 2025-06-25, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Apr 4, 2026, the Mariano Overall 2025-06-25 returned -3.72% Year-To-Date and 15.22% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Mariano Overall 2025-06-25 | 0.13% | -3.75% | -3.72% | -2.01% | 24.55% | 18.86% | 11.07% | 15.22% |
| Portfolio components: | ||||||||
SPY State Street SPDR S&P 500 ETF | 0.09% | -4.02% | -3.56% | -1.44% | 23.60% | 18.37% | 11.88% | 14.11% |
QQQ Invesco QQQ ETF | 0.11% | -4.10% | -4.65% | -2.77% | 30.43% | 22.97% | 13.18% | 19.05% |
TQQQ ProShares UltraPro QQQ | 0.23% | -13.65% | -17.68% | -16.96% | 73.49% | 47.33% | 13.60% | 35.51% |
BND Vanguard Total Bond Market ETF | 0.22% | -0.91% | 0.31% | 0.97% | 3.73% | 3.53% | 0.30% | 1.70% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 12, 2010, Mariano Overall 2025-06-25's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, your investment would double in approximately 4.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Apr 2022 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Mariano Overall 2025-06-25 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.21% | -1.24% | -4.69% | 1.07% | -3.72% | ||||||||
| 2025 | 2.23% | -1.50% | -5.97% | -0.12% | 6.94% | 5.70% | 2.07% | 1.51% | 4.34% | 3.34% | -0.67% | -0.40% | 18.16% |
| 2024 | 1.45% | 4.52% | 2.18% | -4.37% | 5.38% | 4.75% | 0.09% | 1.71% | 2.29% | -1.35% | 5.33% | -1.28% | 22.15% |
| 2023 | 8.45% | -1.93% | 6.84% | 0.99% | 3.65% | 5.92% | 3.21% | -1.68% | -5.05% | -2.32% | 10.01% | 5.42% | 37.51% |
| 2022 | -6.79% | -3.55% | 2.93% | -10.80% | -0.54% | -7.80% | 10.46% | -4.99% | -9.96% | 5.10% | 5.58% | -7.01% | -26.21% |
| 2021 | -0.57% | 0.85% | 2.51% | 5.35% | -0.34% | 4.25% | 2.64% | 3.30% | -5.05% | 6.88% | 0.62% | 2.50% | 24.87% |
Benchmark Metrics
Mariano Overall 2025-06-25 has an annualized alpha of 3.52%, beta of 0.95, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since February 12, 2010.
- This portfolio captured 107.78% of S&P 500 Index gains but only 92.91% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 3.52% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.95 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.52%
- Beta
- 0.95
- R²
- 0.95
- Upside Capture
- 107.78%
- Downside Capture
- 92.91%
Expense Ratio
Mariano Overall 2025-06-25 has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Mariano Overall 2025-06-25 ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.88 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.37 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.39 | +0.31 |
Martin ratioReturn relative to average drawdown | 7.06 | 6.43 | +0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 52 | 0.92 | 1.45 | 1.22 | 1.51 | 7.11 |
QQQ Invesco QQQ ETF | 58 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
TQQQ ProShares UltraPro QQQ | 40 | 0.68 | 1.36 | 1.19 | 1.32 | 3.99 |
BND Vanguard Total Bond Market ETF | 47 | 1.00 | 1.42 | 1.18 | 1.71 | 4.64 |
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Dividends
Dividend yield
Mariano Overall 2025-06-25 provided a 1.44% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.44% | 1.39% | 1.48% | 1.47% | 1.51% | 1.08% | 1.31% | 1.53% | 1.74% | 1.55% | 1.72% | 1.72% |
| Portfolio components: | ||||||||||||
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
TQQQ ProShares UltraPro QQQ | 0.73% | 0.65% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% |
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Mariano Overall 2025-06-25. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Mariano Overall 2025-06-25 was 30.16%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current Mariano Overall 2025-06-25 drawdown is 5.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.16% | Dec 28, 2021 | 202 | Oct 14, 2022 | 296 | Dec 19, 2023 | 498 |
| -28.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -18.97% | Feb 20, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -18.44% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -14.38% | Jul 25, 2011 | 50 | Oct 3, 2011 | 74 | Jan 19, 2012 | 124 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.97, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | BND | TQQQ | QQQ | SPY | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.10 | 0.90 | 0.90 | 1.00 | 0.96 |
| BND | -0.10 | 1.00 | -0.07 | -0.07 | -0.10 | -0.03 |
| TQQQ | 0.90 | -0.07 | 1.00 | 1.00 | 0.90 | 0.98 |
| QQQ | 0.90 | -0.07 | 1.00 | 1.00 | 0.90 | 0.98 |
| SPY | 1.00 | -0.10 | 0.90 | 0.90 | 1.00 | 0.96 |
| Portfolio | 0.96 | -0.03 | 0.98 | 0.98 | 0.96 | 1.00 |