+127.4%
EEM vs MARA
-77.7%
+205.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.1% |
| 7D | +3.1% | +15.6% | -12.6% | +2.7% |
| 30D | +4.9% | +17.2% | -12.4% | +4.4% |
| 3M | +5.2% | -14.2% | +19.4% | +5.4% |
| 6M | +20.7% | +47.7% | -27.0% | +19.3% |
| YTD | +26.5% | +31.7% | -5.3% | +25.1% |
| 1Y | +37.8% | -22.2% | +60.0% | +37.7% |
| 3Y | +91.0% | +8.4% | +82.5% | +86.0% |
| 5Y | +47.0% | -68.3% | +115.3% | +42.8% |
| 10Y | +125.6% | -74.9% | +200.4% | +101.3% |
| All | +127.4% | -77.7% | +205.1% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling