-75.3%
MARA vs ECL
+155.8%
-231.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | -1.5% | -2.6% | +1.2% | +0.8% |
| 30D | +18.1% | -4.6% | +22.7% | +22.5% |
| 3M | -9.4% | +6.0% | -15.4% | -15.8% |
| 6M | +33.4% | -3.0% | +36.3% | +33.3% |
| YTD | +27.3% | +4.0% | +23.3% | +18.7% |
| 1Y | -27.9% | +2.0% | -29.9% | -32.2% |
| 3Y | +4.8% | +53.9% | -49.2% | -34.9% |
| 5Y | -68.0% | +27.1% | -95.2% | -75.9% |
| All | -75.3% | +155.8% | -231.0% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling