-58.7%
MARA vs ELF
-3.2%
-55.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.6% |
| 7D | -6.5% | -1.5% | -5.0% | -6.1% |
| 30D | -38.5% | +9.5% | -48.0% | -40.2% |
| 3M | -41.5% | +29.4% | -70.9% | -46.1% |
| 6M | -41.9% | +83.7% | -125.6% | -52.6% |
| YTD | -23.5% | +49.4% | -72.9% | -34.8% |
| 1Y | -58.7% | -3.9% | -54.7% | -61.4% |
| All | -58.7% | -3.2% | -55.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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