-68.0%
MARA vs EAT
+308.2%
-376.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -1.5% | -6.2% | +4.7% | +2.4% |
| 30D | +18.1% | -3.0% | +21.1% | +18.8% |
| 3M | -9.4% | +45.6% | -55.1% | -31.8% |
| 6M | +33.4% | +53.5% | -20.2% | -6.4% |
| YTD | +27.3% | +49.6% | -22.3% | -10.2% |
| 1Y | -27.9% | +38.9% | -66.8% | -48.1% |
| 3Y | +4.8% | +589.7% | -584.9% | -82.4% |
| 5Y | -68.0% | +318.7% | -386.7% | -93.4% |
| All | -68.0% | +308.2% | -376.2% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling