-74.1%
MARA vs ED
+108.5%
-182.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | +5.9% | -0.8% | +6.7% | +5.8% |
| 30D | +24.3% | -0.4% | +24.7% | +24.2% |
| 3M | -12.0% | +0.5% | -12.4% | -11.8% |
| 6M | +40.1% | -3.1% | +43.3% | +39.9% |
| YTD | +33.4% | +9.8% | +23.6% | +35.7% |
| 1Y | -23.7% | +12.6% | -36.3% | -22.0% |
| 3Y | +19.0% | +31.4% | -12.4% | +24.0% |
| 5Y | -66.5% | +69.4% | -135.9% | -63.0% |
| All | -74.1% | +108.5% | -182.6% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling