-94.2%
MARA vs EMB
+57.6%
-151.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.3% |
| 7D | +10.1% | -0.9% | +11.0% | +12.7% |
| 30D | -15.1% | +0.4% | -15.4% | -15.8% |
| 3M | -24.1% | -3.1% | -21.0% | -17.5% |
| 6M | -45.2% | -2.1% | -43.1% | -41.6% |
| YTD | -22.2% | -1.1% | -21.1% | -18.4% |
| 1Y | -45.3% | -0.1% | -45.3% | -44.1% |
| 3Y | -23.9% | +29.6% | -53.4% | -57.2% |
| 5Y | -90.8% | +7.2% | -98.0% | -91.3% |
| 10Y | -81.0% | +35.5% | -116.5% | -86.7% |
| All | -94.2% | +57.6% | -151.7% | -97.1% |
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