+8.4%
MARA vs EMB
+30.2%
-21.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +5.0% |
| 7D | +15.6% | +0.3% | +15.4% | +14.6% |
| 30D | +17.2% | -0.5% | +17.7% | +19.4% |
| 3M | -14.2% | +0.3% | -14.5% | -14.7% |
| 6M | +47.7% | +1.2% | +46.5% | +44.1% |
| YTD | +31.7% | +1.5% | +30.3% | +27.7% |
| 1Y | -22.2% | +4.8% | -27.0% | -32.3% |
| 3Y | +8.4% | +30.4% | -21.9% | -48.0% |
| All | +8.4% | +30.2% | -21.7% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling