-82.2%
MARA vs ELF
+332.6%
-414.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -4.5% |
| 7D | +10.1% | +1.6% | +8.5% | +9.3% |
| 30D | -15.1% | +9.1% | -24.2% | -17.8% |
| 3M | -24.1% | +28.2% | -52.3% | -31.3% |
| 6M | -45.2% | +119.5% | -164.7% | -60.7% |
| YTD | -22.2% | +55.2% | -77.3% | -37.1% |
| 1Y | -45.3% | +58.6% | -103.9% | -56.3% |
| 3Y | -23.9% | +21.3% | -45.1% | -41.7% |
| 5Y | -90.8% | +276.2% | -367.0% | -95.6% |
| All | -82.2% | +332.6% | -414.8% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling