-91.6%
MARA vs COMP
-17.6%
-74.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.7% | -2.7% | +3.4% |
| 7D | -6.2% | +13.4% | -19.6% | -11.3% |
| 30D | -38.7% | +11.1% | -49.8% | -41.8% |
| 3M | -40.4% | -18.8% | -21.5% | -35.9% |
| 6M | -51.3% | +10.5% | -61.8% | -55.4% |
| YTD | -29.3% | -3.4% | -25.9% | -33.8% |
| 1Y | -60.2% | +19.7% | -79.9% | -66.4% |
| 3Y | -31.3% | +381.6% | -412.9% | -74.8% |
| All | -91.6% | -17.6% | -74.0% | -92.7% |
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 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