-74.1%
MARA vs EFV
+169.9%
-244.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +2.7% |
| 7D | +5.9% | -0.8% | +6.7% | +7.6% |
| 30D | +24.3% | +0.6% | +23.6% | +23.0% |
| 3M | -12.0% | +7.5% | -19.5% | -23.6% |
| 6M | +40.1% | +13.0% | +27.1% | +11.3% |
| YTD | +33.4% | +18.3% | +15.1% | -1.7% |
| 1Y | -23.7% | +26.7% | -50.5% | -51.0% |
| 3Y | +19.0% | +89.6% | -70.6% | -64.8% |
| 5Y | -66.5% | +98.2% | -164.7% | -89.8% |
| All | -74.1% | +169.9% | -244.0% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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