-75.3%
MARA vs EIX
+21.5%
-96.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | +18.1% | -18.8% | +36.9% | +25.0% |
| 3M | -9.4% | -19.7% | +10.3% | -4.0% |
| 6M | +33.4% | -18.2% | +51.6% | +39.6% |
| YTD | +27.3% | -1.7% | +29.0% | +23.4% |
| 1Y | -27.9% | +7.8% | -35.7% | -32.9% |
| 3Y | +4.8% | -5.6% | +10.4% | +2.2% |
| 5Y | -68.0% | +23.7% | -91.7% | -71.0% |
| All | -75.3% | +21.5% | -96.7% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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