-23.9%
MARA vs EIX
+10.6%
-34.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +10.1% | +1.4% | +8.7% | +9.6% |
| 30D | -15.1% | +8.5% | -23.6% | -17.6% |
| 3M | -24.1% | -13.5% | -10.6% | -21.2% |
| 6M | -45.2% | -12.4% | -32.8% | -44.1% |
| YTD | -22.2% | +5.9% | -28.1% | -29.2% |
| 1Y | -45.3% | +7.6% | -52.9% | -50.8% |
| 3Y | -23.9% | +12.8% | -36.6% | -17.8% |
| All | -23.9% | +10.6% | -34.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling