+18.4%
MARA vs ELV
-7.6%
+26.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.9% |
| 7D | +13.8% | -2.2% | +16.1% | +14.1% |
| 30D | +24.7% | -0.2% | +24.9% | +24.7% |
| 3M | -10.4% | -6.1% | -4.3% | -10.1% |
| 6M | +37.6% | +42.8% | -5.2% | +32.6% |
| YTD | +32.7% | +14.4% | +18.4% | +29.6% |
| 1Y | -25.2% | +28.6% | -53.8% | -27.4% |
| All | +18.4% | -7.6% | +26.0% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling