-68.0%
MARA vs ECHO
+253.4%
-321.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | +18.1% | +4.4% | +13.7% | +16.9% |
| 3M | -9.4% | -20.3% | +10.9% | -4.6% |
| 6M | +33.4% | -15.3% | +48.7% | +37.3% |
| YTD | +27.3% | -15.5% | +42.8% | +31.5% |
| 1Y | -27.9% | +15.0% | -42.9% | -30.8% |
| 3Y | +4.8% | +409.1% | -404.4% | -44.7% |
| 5Y | -68.0% | +260.6% | -328.6% | -77.7% |
| All | -68.0% | +253.4% | -321.4% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling