-45.2%
MARA vs ECL
+24.0%
-69.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.1% |
| 7D | +10.1% | +2.9% | +7.2% | +11.7% |
| 30D | -15.1% | +7.5% | -22.6% | -10.7% |
| 3M | -24.1% | +12.2% | -36.4% | -18.1% |
| 6M | -45.2% | +24.6% | -69.7% | -39.3% |
| All | -45.2% | +24.0% | -69.2% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling