-23.7%
MARA vs ECHO
+17.8%
-41.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.2% |
| 7D | +5.9% | +3.7% | +2.2% | +4.2% |
| 30D | +24.3% | +0.7% | +23.6% | +24.0% |
| 3M | -12.0% | -27.3% | +15.3% | -0.7% |
| 6M | +40.1% | -17.0% | +57.1% | +44.0% |
| YTD | +33.4% | -14.3% | +47.7% | +35.1% |
| 1Y | -23.7% | +20.9% | -44.6% | -36.6% |
| All | -23.7% | +17.8% | -41.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling