-58.7%
MARA vs ELV
+42.6%
-101.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -4.2% |
| 7D | -6.5% | +4.8% | -11.3% | -6.6% |
| 30D | -38.5% | +10.1% | -48.6% | -38.9% |
| 3M | -41.5% | +15.4% | -56.9% | -42.4% |
| 6M | -41.9% | +17.7% | -59.7% | -43.1% |
| YTD | -23.5% | +25.7% | -49.2% | -29.5% |
| 1Y | -58.7% | +39.9% | -98.5% | -63.4% |
| All | -58.7% | +42.6% | -101.3% | -63.4% |
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