-94.0%
MARA vs EL
+114.5%
-208.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -4.9% |
| 7D | +22.4% | +2.7% | +19.8% | +20.5% |
| 30D | -21.0% | +10.8% | -31.8% | -26.5% |
| 3M | -25.3% | +26.5% | -51.8% | -37.4% |
| 6M | -43.4% | +31.1% | -74.5% | -54.6% |
| YTD | -19.8% | +6.6% | -26.5% | -27.5% |
| 1Y | -50.0% | +21.8% | -71.8% | -58.9% |
| 3Y | -25.1% | +1.8% | -26.8% | -38.5% |
| 5Y | -90.5% | -65.6% | -24.9% | -80.7% |
| 10Y | -80.4% | +60.3% | -140.8% | -87.9% |
| All | -94.0% | +114.5% | -208.5% | -97.0% |
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