-90.5%
MARA vs A
+465.3%
-555.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -3.0% |
| 7D | +6.0% | -1.9% | +7.9% | +7.7% |
| 30D | +0.6% | +6.9% | -6.3% | -4.8% |
| 3M | -18.5% | +9.2% | -27.8% | -24.6% |
| 6M | +21.7% | +25.7% | -3.9% | -2.5% |
| YTD | +25.9% | +11.5% | +14.4% | +11.3% |
| 1Y | -25.1% | +18.4% | -43.5% | -37.8% |
| 3Y | -5.7% | +26.6% | -32.4% | -29.0% |
| 5Y | -73.9% | -12.8% | -61.1% | -71.6% |
| 10Y | -75.6% | +247.2% | -322.8% | -86.6% |
| All | -90.5% | +465.3% | -555.8% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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