-90.5%
MARA vs ALL
+927.9%
-1,018.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | +6.0% | 0.0% | +6.0% | +6.1% |
| 30D | +0.6% | -1.5% | +2.1% | +0.7% |
| 3M | -18.5% | +23.6% | -42.1% | -27.6% |
| 6M | +21.7% | +22.3% | -0.6% | +8.4% |
| YTD | +25.9% | +26.5% | -0.6% | +8.5% |
| 1Y | -25.1% | +27.0% | -52.2% | -36.2% |
| 3Y | -5.7% | +149.6% | -155.3% | -46.3% |
| 5Y | -73.9% | +118.1% | -192.0% | -84.2% |
| 10Y | -75.6% | +369.0% | -444.6% | -90.9% |
| All | -90.5% | +927.9% | -1,018.5% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling