-66.3%
MARA vs EFV
+95.9%
-162.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +2.3% |
| 7D | +5.9% | -0.8% | +6.7% | +7.9% |
| 30D | +24.3% | +0.6% | +23.6% | +22.8% |
| 3M | -12.0% | +7.5% | -19.5% | -25.5% |
| 6M | +40.1% | +13.0% | +27.1% | +6.4% |
| YTD | +33.4% | +18.3% | +15.1% | -7.6% |
| 1Y | -23.7% | +26.7% | -50.5% | -55.2% |
| 3Y | +19.0% | +89.6% | -70.6% | -74.5% |
| All | -66.3% | +95.9% | -162.2% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling