-74.1%
MARA vs ELV
+280.2%
-354.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +5.9% | +3.2% | +2.7% | +5.0% |
| 30D | +24.3% | +5.4% | +18.9% | +22.4% |
| 3M | -12.0% | +5.4% | -17.3% | -13.5% |
| 6M | +40.1% | +45.7% | -5.6% | +26.4% |
| YTD | +33.4% | +21.2% | +12.2% | +25.2% |
| 1Y | -23.7% | +35.6% | -59.4% | -30.6% |
| 3Y | +19.0% | -2.0% | +21.0% | +15.3% |
| 5Y | -66.5% | +26.0% | -92.5% | -69.3% |
| All | -74.1% | +280.2% | -354.3% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling