-69.3%
MARA vs EL
-68.4%
-1.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +2.7% |
| 7D | +13.8% | -2.4% | +16.2% | +15.4% |
| 30D | +24.7% | +13.7% | +11.0% | +13.2% |
| 3M | -10.4% | +14.5% | -24.9% | -19.5% |
| 6M | +37.6% | +7.4% | +30.2% | +25.7% |
| YTD | +32.7% | -4.7% | +37.4% | +30.9% |
| 1Y | -25.2% | +12.9% | -38.1% | -35.3% |
| 3Y | +9.3% | -32.2% | +41.5% | +27.1% |
| 5Y | -69.3% | -68.4% | -1.0% | +5.0% |
| All | -69.3% | -68.4% | -1.0% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling