-75.3%
MARA vs EL
+25.3%
-100.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.6% |
| 7D | -1.5% | -4.4% | +2.9% | +1.2% |
| 30D | +18.1% | +10.3% | +7.8% | +9.7% |
| 3M | -9.4% | +13.4% | -22.8% | -17.8% |
| 6M | +33.4% | +3.1% | +30.3% | +25.5% |
| YTD | +27.3% | -6.9% | +34.2% | +27.5% |
| 1Y | -27.9% | +11.9% | -39.8% | -36.8% |
| 3Y | +4.8% | -33.8% | +38.6% | +18.7% |
| 5Y | -68.0% | -69.0% | +0.9% | -30.1% |
| All | -75.3% | +25.3% | -100.6% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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