-71.3%
MARA vs COMP
-31.2%
-40.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +6.0% | +1.4% | +4.6% | +5.5% |
| 30D | +0.6% | -13.3% | +14.0% | +6.3% |
| 3M | -18.5% | +41.1% | -59.6% | -31.6% |
| 6M | +21.7% | +17.2% | +4.6% | +7.9% |
| YTD | +25.9% | +5.2% | +20.7% | +15.0% |
| 1Y | -25.1% | +18.9% | -44.1% | -36.6% |
| 3Y | -5.7% | +215.9% | -221.7% | -57.3% |
| All | -71.3% | -31.2% | -40.1% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling