+128.5%
EEM vs MARA
-74.3%
+202.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.6% | +1.1% |
| 7D | -1.3% | +5.9% | -7.2% | -1.5% |
| 30D | +2.1% | +24.3% | -22.2% | +1.2% |
| 3M | +1.0% | -12.0% | +13.0% | +1.2% |
| 6M | +15.9% | +40.1% | -24.2% | +14.2% |
| YTD | +24.6% | +33.4% | -8.8% | +22.6% |
| 1Y | +32.3% | -23.7% | +56.0% | +32.2% |
| 3Y | +85.9% | +19.0% | +66.9% | +78.3% |
| 5Y | +45.4% | -66.5% | +111.8% | +38.9% |
| All | +128.5% | -74.3% | +202.8% | +100.5% |
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