-21.6%
MARA vs COMP
+414.9%
-436.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.3% |
| 7D | +22.4% | +8.9% | +13.6% | +18.5% |
| 30D | -21.0% | +14.0% | -34.9% | -24.9% |
| 3M | -25.3% | -21.1% | -4.2% | -20.3% |
| 6M | -43.4% | +20.1% | -63.5% | -49.1% |
| YTD | -19.8% | -5.0% | -14.8% | -23.5% |
| 1Y | -50.0% | +5.7% | -55.7% | -54.3% |
| All | -21.6% | +414.9% | -436.4% | -71.0% |
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