-90.5%
MARA vs EL
+101.6%
-192.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -4.5% |
| 7D | +6.0% | +0.8% | +5.2% | +5.4% |
| 30D | +0.6% | +19.8% | -19.2% | -11.9% |
| 3M | -18.5% | +25.7% | -44.2% | -31.3% |
| 6M | +21.7% | +5.4% | +16.3% | +12.9% |
| YTD | +25.9% | +0.2% | +25.7% | +19.9% |
| 1Y | -25.1% | +20.4% | -45.6% | -37.9% |
| 3Y | -5.7% | -32.1% | +26.4% | +5.4% |
| 5Y | -73.9% | -67.2% | -6.8% | -44.5% |
| 10Y | -75.6% | +31.7% | -107.4% | -82.3% |
| All | -90.5% | +101.6% | -192.1% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling