-86.4%
MARA vs COMP
-49.2%
-37.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +2.1% |
| 7D | +3.3% | +14.5% | -11.3% | -2.6% |
| 30D | -31.2% | +14.9% | -46.1% | -35.5% |
| 3M | -34.2% | -14.2% | -20.0% | -30.9% |
| 6M | -48.7% | +23.7% | -72.4% | -55.3% |
| YTD | -26.1% | +2.1% | -28.1% | -32.4% |
| 1Y | -58.2% | +26.2% | -84.4% | -65.5% |
| 3Y | -28.1% | +470.9% | -499.0% | -75.6% |
| 5Y | -91.3% | -14.0% | -77.2% | -92.8% |
| All | -86.4% | -49.2% | -37.2% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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