-75.3%
MARA vs EAT
+379.9%
-455.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -1.5% | -6.2% | +4.7% | +1.1% |
| 30D | +18.1% | -3.0% | +21.1% | +18.7% |
| 3M | -9.4% | +45.6% | -55.1% | -24.8% |
| 6M | +33.4% | +53.5% | -20.2% | +6.2% |
| YTD | +27.3% | +49.6% | -22.3% | +2.0% |
| 1Y | -27.9% | +38.9% | -66.8% | -41.4% |
| 3Y | +4.8% | +589.7% | -584.9% | -59.2% |
| 5Y | -68.0% | +318.7% | -386.7% | -85.0% |
| All | -75.3% | +379.9% | -455.1% | -89.0% |
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