-74.1%
MARA vs EMB
+30.3%
-104.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +5.0% |
| 7D | +5.9% | -1.2% | +7.1% | +9.6% |
| 30D | +24.3% | -1.3% | +25.5% | +28.8% |
| 3M | -12.0% | -1.8% | -10.2% | -7.1% |
| 6M | +40.1% | +0.2% | +39.9% | +41.6% |
| YTD | +33.4% | +0.4% | +33.0% | +34.6% |
| 1Y | -23.7% | +2.8% | -26.6% | -27.8% |
| 3Y | +19.0% | +29.1% | -10.2% | -36.0% |
| 5Y | -66.5% | +6.3% | -72.7% | -68.0% |
| All | -74.1% | +30.3% | -104.4% | -80.0% |
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