-90.5%
MARA vs ED
+212.5%
-303.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.7% |
| 7D | +6.0% | -0.2% | +6.2% | +5.9% |
| 30D | +0.6% | -0.1% | +0.8% | +0.6% |
| 3M | -18.5% | +3.9% | -22.4% | -17.8% |
| 6M | +21.7% | -3.0% | +24.8% | +21.6% |
| YTD | +25.9% | +10.7% | +15.3% | +28.5% |
| 1Y | -25.1% | +13.3% | -38.5% | -23.2% |
| 3Y | -5.7% | +34.5% | -40.2% | -0.9% |
| 5Y | -73.9% | +67.1% | -141.1% | -71.2% |
| 10Y | -75.6% | +103.0% | -178.7% | -71.9% |
| All | -90.5% | +212.5% | -303.1% | -87.7% |
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 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