-90.5%
MARA vs EIX
+123.3%
-213.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +6.0% | -19.1% | +25.1% | +12.2% |
| 30D | +0.6% | -16.9% | +17.5% | +5.4% |
| 3M | -18.5% | -20.0% | +1.5% | -13.9% |
| 6M | +21.7% | -21.3% | +43.1% | +29.2% |
| YTD | +25.9% | -1.7% | +27.7% | +22.4% |
| 1Y | -25.1% | +9.6% | -34.7% | -30.5% |
| 3Y | -5.7% | -3.7% | -2.1% | -8.5% |
| 5Y | -73.9% | +22.6% | -96.6% | -76.3% |
| 10Y | -75.6% | +17.7% | -93.3% | -79.0% |
| All | -90.5% | +123.3% | -213.9% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling