-90.5%
MARA vs COMP
-12.0%
-78.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.1% |
| 7D | +22.4% | +8.9% | +13.6% | +17.6% |
| 30D | -21.0% | +14.0% | -34.9% | -25.9% |
| 3M | -25.3% | -21.1% | -4.2% | -19.1% |
| 6M | -43.4% | +20.1% | -63.5% | -50.3% |
| YTD | -19.8% | -5.0% | -14.8% | -24.7% |
| 1Y | -50.0% | +5.7% | -55.7% | -55.3% |
| 3Y | -25.1% | +412.2% | -437.3% | -73.4% |
| 5Y | -90.5% | -12.1% | -78.4% | -91.8% |
| All | -90.5% | -12.0% | -78.5% | -91.8% |
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 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