-82.2%
MARA vs EAT
+320.8%
-403.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | -4.0% | +14.1% | +11.8% |
| 30D | -15.1% | -2.9% | -12.2% | -14.7% |
| 3M | -24.1% | -16.9% | -7.2% | -19.4% |
| 6M | -45.2% | +57.0% | -102.1% | -56.7% |
| YTD | -22.2% | +38.2% | -60.4% | -36.4% |
| 1Y | -45.3% | +69.3% | -114.6% | -59.6% |
| 3Y | -23.9% | +483.0% | -506.8% | -68.5% |
| 5Y | -90.8% | +364.1% | -454.9% | -95.8% |
| All | -82.2% | +320.8% | -403.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling