-90.1%
MARA vs EFX
+333.0%
-423.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +6.7% |
| 7D | +15.6% | -7.8% | +23.5% | +22.2% |
| 30D | +17.2% | -5.7% | +23.0% | +21.2% |
| 3M | -14.2% | +2.5% | -16.7% | -19.8% |
| 6M | +47.7% | -16.7% | +64.4% | +59.0% |
| YTD | +31.7% | -20.2% | +51.9% | +42.7% |
| 1Y | -22.2% | -31.4% | +9.2% | -6.1% |
| 3Y | +8.4% | -10.5% | +18.9% | +3.6% |
| 5Y | -68.3% | -35.2% | -33.1% | -59.6% |
| 10Y | -74.9% | +40.2% | -115.0% | -80.1% |
| All | -90.1% | +333.0% | -423.1% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling