-73.8%
MARA vs ELF
+299.0%
-372.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.4% |
| 7D | -1.5% | -10.8% | +9.4% | +2.9% |
| 30D | +18.1% | +0.8% | +17.3% | +17.4% |
| 3M | -9.4% | +64.8% | -74.2% | -26.9% |
| 6M | +33.4% | +19.0% | +14.4% | +21.0% |
| YTD | +27.3% | +25.9% | +1.3% | +11.6% |
| 1Y | -27.9% | -28.8% | +0.8% | -23.8% |
| 3Y | +4.8% | -29.6% | +34.4% | 0.0% |
| 5Y | -68.0% | +216.2% | -284.3% | -83.5% |
| All | -73.8% | +299.0% | -372.8% | -89.8% |
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