+260.8%
MARA vs ELAN
-28.2%
+289.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.5% | +4.1% |
| 7D | +5.9% | -5.4% | +11.4% | +9.0% |
| 30D | +24.3% | +4.7% | +19.6% | +20.7% |
| 3M | -12.0% | -3.7% | -8.3% | -11.8% |
| 6M | +40.1% | -1.2% | +41.3% | +37.1% |
| YTD | +33.4% | +2.4% | +31.0% | +28.8% |
| 1Y | -23.7% | +23.4% | -47.1% | -33.9% |
| 3Y | +19.0% | +96.7% | -77.7% | -30.0% |
| 5Y | -66.5% | -30.6% | -35.9% | -63.4% |
| All | +260.8% | -28.2% | +289.0% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling