-27.9%
MARA vs ELF
-31.2%
+3.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.9% |
| 7D | -1.5% | -10.8% | +9.4% | +1.6% |
| 30D | +18.1% | +0.8% | +17.3% | +17.5% |
| 3M | -9.4% | +64.8% | -74.2% | -22.7% |
| 6M | +33.4% | +19.0% | +14.4% | +23.8% |
| YTD | +27.3% | +25.9% | +1.3% | +14.6% |
| 1Y | -27.9% | -28.8% | +0.8% | -26.4% |
| All | -27.9% | -31.2% | +3.2% | -26.4% |
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