-69.3%
MARA vs ECL
+25.4%
-94.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +3.1% |
| 7D | +13.8% | -2.7% | +16.6% | +17.2% |
| 30D | +24.7% | -4.3% | +29.0% | +30.0% |
| 3M | -10.4% | +3.2% | -13.7% | -16.0% |
| 6M | +37.6% | -2.9% | +40.5% | +37.2% |
| YTD | +32.7% | +4.3% | +28.5% | +20.0% |
| 1Y | -25.2% | +1.6% | -26.8% | -31.1% |
| 3Y | +9.3% | +54.3% | -45.0% | -47.3% |
| 5Y | -69.3% | +26.5% | -95.8% | -79.0% |
| All | -69.3% | +25.4% | -94.7% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling