-90.5%
MARA vs ECL
+412.7%
-503.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | -2.6% | +8.6% | +8.3% |
| 30D | +0.6% | -2.2% | +2.8% | +2.1% |
| 3M | -18.5% | +10.1% | -28.6% | -26.2% |
| 6M | +21.7% | -5.7% | +27.5% | +25.2% |
| YTD | +25.9% | +7.0% | +19.0% | +15.8% |
| 1Y | -25.1% | +2.7% | -27.8% | -29.3% |
| 3Y | -5.7% | +57.7% | -63.5% | -39.3% |
| 5Y | -73.9% | +31.1% | -105.1% | -80.0% |
| 10Y | -75.6% | +150.9% | -226.5% | -86.8% |
| All | -90.5% | +412.7% | -503.2% | -96.5% |
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