-58.7%
MARA vs ELAN
+13.9%
-72.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -5.2% |
| 7D | -6.5% | +11.7% | -18.3% | -10.6% |
| 30D | -38.5% | +12.4% | -50.9% | -41.5% |
| 3M | -41.5% | -1.1% | -40.4% | -41.4% |
| 6M | -41.9% | +12.4% | -54.4% | -47.4% |
| YTD | -23.5% | +11.8% | -35.3% | -27.8% |
| 1Y | -58.7% | +12.5% | -71.2% | -60.5% |
| All | -58.7% | +13.9% | -72.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling