-82.2%
MARA vs EMB
+36.5%
-118.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.3% |
| 7D | +10.1% | -0.9% | +11.0% | +13.0% |
| 30D | -15.1% | +0.4% | -15.4% | -15.9% |
| 3M | -24.1% | -3.1% | -21.0% | -16.8% |
| 6M | -45.2% | -2.1% | -43.1% | -41.2% |
| YTD | -22.2% | -1.1% | -21.1% | -18.1% |
| 1Y | -45.3% | -0.1% | -45.3% | -44.1% |
| 3Y | -23.9% | +29.6% | -53.4% | -60.2% |
| 5Y | -90.8% | +7.2% | -98.0% | -91.3% |
| All | -82.2% | +36.5% | -118.6% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling