+13.5%
MARA vs ECHO
+408.9%
-395.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | +18.1% | +4.4% | +13.7% | +17.2% |
| 3M | -9.4% | -20.3% | +10.9% | -6.0% |
| 6M | +33.4% | -15.3% | +48.7% | +36.3% |
| YTD | +27.3% | -15.5% | +42.8% | +30.6% |
| 1Y | -27.9% | +15.0% | -42.9% | -29.6% |
| All | +13.5% | +408.9% | -395.4% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling