-74.1%
MARA vs EFX
+42.6%
-116.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.4% |
| 7D | +5.9% | -4.5% | +10.5% | +9.2% |
| 30D | +24.3% | -6.1% | +30.4% | +28.6% |
| 3M | -12.0% | +6.2% | -18.2% | -19.7% |
| 6M | +40.1% | -11.2% | +51.3% | +43.9% |
| YTD | +33.4% | -21.4% | +54.8% | +46.1% |
| 1Y | -23.7% | -34.3% | +10.6% | -4.6% |
| 3Y | +19.0% | -12.5% | +31.5% | +15.6% |
| 5Y | -66.5% | -35.6% | -30.9% | -58.0% |
| All | -74.1% | +42.6% | -116.7% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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