+18.4%
MARA vs ELF
-27.2%
+45.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +2.3% |
| 7D | +13.8% | -6.8% | +20.6% | +16.7% |
| 30D | +24.7% | +5.1% | +19.6% | +22.0% |
| 3M | -10.4% | +79.8% | -90.2% | -29.9% |
| 6M | +37.6% | +29.7% | +7.9% | +21.0% |
| YTD | +32.7% | +31.6% | +1.1% | +14.6% |
| 1Y | -25.2% | -27.9% | +2.7% | -21.0% |
| All | +18.4% | -27.2% | +45.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling