-90.4%
MARA vs EMB
+60.0%
-150.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -2.0% |
| 7D | -1.5% | -1.1% | -0.4% | +1.4% |
| 30D | +18.1% | -1.1% | +19.1% | +21.4% |
| 3M | -9.4% | -0.8% | -8.7% | -7.1% |
| 6M | +33.4% | -0.1% | +33.4% | +35.6% |
| YTD | +27.3% | +0.4% | +26.8% | +28.2% |
| 1Y | -27.9% | +3.3% | -31.2% | -32.2% |
| 3Y | +4.8% | +29.0% | -24.3% | -40.5% |
| 5Y | -68.0% | +6.3% | -74.4% | -69.5% |
| 10Y | -74.7% | +29.7% | -104.3% | -81.5% |
| All | -90.4% | +60.0% | -150.4% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded EMB 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling