+244.3%
MARA vs ELAN
-29.1%
+273.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.6% |
| 7D | -1.5% | -6.4% | +4.9% | +1.9% |
| 30D | +18.1% | +0.6% | +17.5% | +17.1% |
| 3M | -9.4% | 0.0% | -9.4% | -11.0% |
| 6M | +33.4% | -3.4% | +36.8% | +32.1% |
| YTD | +27.3% | +1.0% | +26.3% | +23.7% |
| 1Y | -27.9% | +24.7% | -52.6% | -37.9% |
| 3Y | +4.8% | +97.2% | -92.5% | -38.6% |
| 5Y | -68.0% | -31.5% | -36.5% | -64.8% |
| All | +244.3% | -29.1% | +273.4% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling