+19.0%
MARA vs EME
+252.2%
-233.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +1.3% |
| 7D | +5.9% | +3.5% | +2.4% | +3.0% |
| 30D | +24.3% | -6.3% | +30.6% | +30.7% |
| 3M | -12.0% | -3.8% | -8.2% | -9.8% |
| 6M | +40.1% | +8.5% | +31.6% | +30.5% |
| YTD | +33.4% | +27.8% | +5.6% | +9.8% |
| 1Y | -23.7% | +22.2% | -46.0% | -36.0% |
| 3Y | +19.0% | +253.5% | -234.5% | -44.8% |
| All | +19.0% | +252.2% | -233.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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