-94.2%
MARA vs ECHO
+328.6%
-422.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.6% |
| 7D | +10.1% | +5.7% | +4.4% | +7.9% |
| 30D | -15.1% | +13.8% | -28.9% | -18.5% |
| 3M | -24.1% | +9.1% | -33.2% | -26.0% |
| 6M | -45.2% | -24.9% | -20.2% | -39.5% |
| YTD | -22.2% | -8.0% | -14.2% | -20.7% |
| 1Y | -45.3% | +42.9% | -88.2% | -52.7% |
| 3Y | -23.9% | +926.7% | -950.6% | -82.5% |
| 5Y | -90.8% | +230.4% | -321.2% | -95.8% |
| 10Y | -81.0% | +145.9% | -226.9% | -90.5% |
| All | -94.2% | +328.6% | -422.8% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling