-66.3%
MARA vs ELV
+24.6%
-90.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.9% |
| 7D | +5.9% | +2.8% | +3.2% | +5.1% |
| 30D | +24.3% | +4.9% | +19.4% | +22.6% |
| 3M | -12.0% | +4.9% | -16.9% | -13.5% |
| 6M | +40.1% | +45.1% | -5.0% | +25.4% |
| YTD | +33.4% | +20.7% | +12.7% | +24.5% |
| 1Y | -23.7% | +35.0% | -58.8% | -31.3% |
| 3Y | +19.0% | -2.4% | +21.4% | +15.3% |
| All | -66.3% | +24.6% | -90.9% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling