+13.5%
MARA vs EFV
+88.2%
-74.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.5% |
| 7D | -1.5% | -2.0% | +0.5% | +2.5% |
| 30D | +18.1% | -0.2% | +18.3% | +18.7% |
| 3M | -9.4% | +9.1% | -18.6% | -23.5% |
| 6M | +33.4% | +11.7% | +21.7% | +8.6% |
| YTD | +27.3% | +17.0% | +10.2% | -3.8% |
| 1Y | -27.9% | +26.7% | -54.6% | -53.3% |
| All | +13.5% | +88.2% | -74.7% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling