-25.1%
MARA vs ELV
+34.8%
-60.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | +6.0% | +3.3% | +2.7% | +5.5% |
| 30D | +0.6% | +4.2% | -3.5% | -0.2% |
| 3M | -18.5% | -0.1% | -18.4% | -18.8% |
| 6M | +21.7% | +41.3% | -19.5% | +11.0% |
| YTD | +25.9% | +17.4% | +8.5% | +15.5% |
| 1Y | -25.1% | +35.1% | -60.2% | -36.2% |
| All | -25.1% | +34.8% | -60.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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