+18.4%
MARA vs EIX
-4.8%
+23.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +2.0% |
| 7D | +13.8% | +4.1% | +9.8% | +12.2% |
| 30D | +24.7% | -15.3% | +40.0% | +30.0% |
| 3M | -10.4% | -18.4% | +8.0% | -5.3% |
| 6M | +37.6% | -16.8% | +54.5% | +42.6% |
| YTD | +32.7% | -0.6% | +33.3% | +23.6% |
| 1Y | -25.2% | +10.7% | -35.8% | -35.1% |
| All | +18.4% | -4.8% | +23.1% | +14.7% |
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