-94.2%
MARA vs ECL
+469.3%
-563.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -4.2% |
| 7D | +10.1% | +2.9% | +7.2% | +7.7% |
| 30D | -15.1% | +7.5% | -22.6% | -20.1% |
| 3M | -24.1% | +12.2% | -36.4% | -31.5% |
| 6M | -45.2% | +24.6% | -69.7% | -55.4% |
| YTD | -22.2% | +18.8% | -40.9% | -34.6% |
| 1Y | -45.3% | +19.3% | -64.6% | -54.4% |
| 3Y | -23.9% | +78.2% | -102.1% | -55.8% |
| 5Y | -90.8% | +38.8% | -129.6% | -93.3% |
| 10Y | -81.0% | +197.8% | -278.8% | -90.9% |
| All | -94.2% | +469.3% | -563.4% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling