+43.6%
EEM vs MARA
-70.6%
+114.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.9% |
| 7D | -0.7% | -1.5% | +0.8% | -0.6% |
| 30D | +2.4% | +18.1% | -15.7% | +0.9% |
| 3M | +4.2% | -9.4% | +13.6% | +4.3% |
| 6M | +14.8% | +33.4% | -18.6% | +11.7% |
| YTD | +23.1% | +27.3% | -4.2% | +19.5% |
| 1Y | +32.5% | -27.9% | +60.5% | +32.8% |
| 3Y | +85.9% | +4.8% | +81.1% | +69.8% |
| 5Y | +43.6% | -68.0% | +111.6% | +27.6% |
| All | +43.6% | -70.6% | +114.2% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling