-94.2%
MARA vs ED
+252.5%
-346.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.6% |
| 7D | +10.1% | +2.1% | +8.0% | +10.5% |
| 30D | -15.1% | +10.4% | -25.5% | -13.2% |
| 3M | -24.1% | +12.5% | -36.7% | -22.1% |
| 6M | -45.2% | +14.9% | -60.1% | -43.4% |
| YTD | -22.2% | +24.8% | -47.0% | -18.5% |
| 1Y | -45.3% | +23.8% | -69.1% | -42.7% |
| 3Y | -23.9% | +51.6% | -75.5% | -17.8% |
| 5Y | -90.8% | +86.4% | -177.2% | -89.6% |
| 10Y | -81.0% | +145.4% | -226.4% | -77.2% |
| All | -94.2% | +252.5% | -346.6% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling