+8.4%
MARA vs ECL
+58.2%
-49.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +15.6% | -0.8% | +16.4% | +16.0% |
| 30D | +17.2% | -2.5% | +19.7% | +18.3% |
| 3M | -14.2% | +8.3% | -22.5% | -18.8% |
| 6M | +47.7% | -1.1% | +48.8% | +47.1% |
| YTD | +31.7% | +6.5% | +25.2% | +24.9% |
| 1Y | -22.2% | +2.1% | -24.2% | -24.4% |
| 3Y | +8.4% | +57.6% | -49.2% | -9.6% |
| All | +8.4% | +58.2% | -49.8% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling