-90.0%
MARA vs EFV
+227.6%
-317.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.4% |
| 7D | +13.8% | -0.5% | +14.4% | +15.0% |
| 30D | +24.7% | 0.0% | +24.7% | +24.9% |
| 3M | -10.4% | +8.4% | -18.9% | -22.2% |
| 6M | +37.6% | +12.3% | +25.3% | +13.1% |
| YTD | +32.7% | +17.4% | +15.3% | +2.3% |
| 1Y | -25.2% | +27.1% | -52.3% | -50.1% |
| 3Y | +9.3% | +90.7% | -81.5% | -63.6% |
| 5Y | -69.3% | +95.6% | -165.0% | -89.0% |
| 10Y | -73.6% | +165.3% | -238.9% | -93.2% |
| All | -90.0% | +227.6% | -317.6% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling