-90.0%
MARA vs ELV
+632.1%
-722.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | +13.8% | -2.2% | +16.1% | +14.5% |
| 30D | +24.7% | -0.2% | +24.9% | +24.6% |
| 3M | -10.4% | -6.1% | -4.3% | -9.4% |
| 6M | +37.6% | +42.8% | -5.2% | +25.0% |
| YTD | +32.7% | +14.4% | +18.4% | +26.6% |
| 1Y | -25.2% | +28.6% | -53.8% | -30.8% |
| 3Y | +9.3% | -7.4% | +16.7% | +7.4% |
| 5Y | -69.3% | +14.5% | -83.8% | -71.2% |
| 10Y | -73.6% | +257.4% | -331.0% | -81.2% |
| All | -90.0% | +632.1% | -722.1% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling