-84.0%
MARA vs ELF
+391.6%
-475.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -4.5% |
| 7D | +10.1% | +1.6% | +8.5% | +9.4% |
| 30D | -15.1% | +9.1% | -24.2% | -17.8% |
| 3M | -24.1% | +28.2% | -52.3% | -31.2% |
| 6M | -45.2% | +119.5% | -164.7% | -60.6% |
| YTD | -22.2% | +55.2% | -77.3% | -37.0% |
| 1Y | -45.3% | +58.6% | -103.9% | -56.2% |
| 3Y | -23.9% | +21.3% | -45.1% | -41.5% |
| 5Y | -90.8% | +276.2% | -367.0% | -95.6% |
| 10Y | -81.0% | +337.0% | -418.0% | -93.2% |
| All | -84.0% | +391.6% | -475.6% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling