-74.1%
MARA vs ALL
+365.1%
-439.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.5% |
| 7D | +5.9% | -2.3% | +8.2% | +6.8% |
| 30D | +24.3% | -0.4% | +24.7% | +24.0% |
| 3M | -12.0% | +16.0% | -28.0% | -18.5% |
| 6M | +40.1% | +24.6% | +15.5% | +24.9% |
| YTD | +33.4% | +23.7% | +9.7% | +17.2% |
| 1Y | -23.7% | +27.7% | -51.5% | -34.5% |
| 3Y | +19.0% | +150.2% | -131.3% | -30.7% |
| 5Y | -66.5% | +117.1% | -183.6% | -79.2% |
| All | -74.1% | +365.1% | -439.1% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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