-23.7%
MARA vs EFX
-30.9%
+7.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | +5.9% | -4.5% | +10.5% | +5.7% |
| 30D | +24.3% | -6.1% | +30.4% | +24.2% |
| 3M | -12.0% | +6.2% | -18.2% | -13.5% |
| 6M | +40.1% | -11.2% | +51.3% | +41.1% |
| YTD | +33.4% | -21.4% | +54.8% | +40.2% |
| 1Y | -23.7% | -34.3% | +10.6% | -12.2% |
| All | -23.7% | -30.9% | +7.1% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling