-94.2%
MARA vs EL
+116.9%
-211.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.7% |
| 7D | +10.1% | +1.5% | +8.5% | +9.0% |
| 30D | -15.1% | +10.0% | -25.1% | -20.5% |
| 3M | -24.1% | +28.4% | -52.5% | -37.1% |
| 6M | -45.2% | +37.1% | -82.2% | -57.3% |
| YTD | -22.2% | +7.8% | -30.0% | -30.1% |
| 1Y | -45.3% | +26.0% | -71.4% | -56.2% |
| 3Y | -23.9% | +3.8% | -27.7% | -38.5% |
| 5Y | -90.8% | -65.2% | -25.6% | -81.4% |
| 10Y | -81.0% | +62.1% | -143.1% | -88.4% |
| All | -94.2% | +116.9% | -211.0% | -97.1% |
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