-94.0%
MARA vs EMB
+57.9%
-151.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -4.0% |
| 7D | +22.4% | -0.7% | +23.1% | +24.6% |
| 30D | -21.0% | +0.5% | -21.5% | -22.0% |
| 3M | -25.3% | -2.5% | -22.8% | -20.3% |
| 6M | -43.4% | -2.0% | -41.4% | -39.8% |
| YTD | -19.8% | -0.9% | -19.0% | -16.4% |
| 1Y | -50.0% | -0.3% | -49.7% | -48.5% |
| 3Y | -25.1% | +29.2% | -54.3% | -57.6% |
| 5Y | -90.5% | +7.4% | -98.0% | -91.1% |
| 10Y | -80.4% | +35.8% | -116.2% | -86.4% |
| All | -94.0% | +57.9% | -151.9% | -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