-90.0%
MARA vs EMB
+61.3%
-151.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.3% |
| 7D | +13.8% | 0.0% | +13.8% | +13.8% |
| 30D | +24.7% | -0.3% | +25.0% | +25.6% |
| 3M | -10.4% | -0.3% | -10.2% | -9.3% |
| 6M | +37.6% | +0.7% | +36.9% | +37.0% |
| YTD | +32.7% | +1.3% | +31.5% | +30.8% |
| 1Y | -25.2% | +4.7% | -29.9% | -32.0% |
| 3Y | +9.3% | +30.1% | -20.8% | -39.2% |
| 5Y | -69.3% | +6.9% | -76.2% | -71.1% |
| 10Y | -73.6% | +30.7% | -104.3% | -81.2% |
| All | -90.0% | +61.3% | -151.3% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling