-31.3%
MARA vs COMP
+353.8%
-385.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.7% | -2.7% | +4.3% |
| 7D | -6.2% | +13.4% | -19.6% | -10.2% |
| 30D | -38.7% | +11.1% | -49.8% | -41.1% |
| 3M | -40.4% | -18.8% | -21.5% | -36.8% |
| 6M | -51.3% | +10.5% | -61.8% | -54.6% |
| YTD | -29.3% | -3.4% | -25.9% | -32.6% |
| 1Y | -60.2% | +19.7% | -79.9% | -65.2% |
| 3Y | -31.3% | +381.6% | -412.9% | -71.8% |
| All | -31.3% | +353.8% | -385.1% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling