-90.5%
MARA vs EAT
+811.9%
-902.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +0.6% | +1.9% | -1.3% | -0.7% |
| 3M | -18.5% | +68.7% | -87.2% | -35.5% |
| 6M | +21.7% | +66.9% | -45.2% | -4.7% |
| YTD | +25.9% | +60.4% | -34.5% | -0.3% |
| 1Y | -25.1% | +44.0% | -69.1% | -39.1% |
| 3Y | -5.7% | +604.7% | -610.4% | -61.0% |
| 5Y | -73.9% | +347.0% | -421.0% | -87.4% |
| 10Y | -75.6% | +390.8% | -466.4% | -90.2% |
| All | -90.5% | +811.9% | -902.5% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling