-66.3%
MARA vs EME
+575.5%
-641.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +0.9% |
| 7D | +5.9% | +3.5% | +2.4% | +2.7% |
| 30D | +24.3% | -6.3% | +30.6% | +31.4% |
| 3M | -12.0% | -3.8% | -8.2% | -9.5% |
| 6M | +40.1% | +8.5% | +31.6% | +28.5% |
| YTD | +33.4% | +27.8% | +5.6% | +5.4% |
| 1Y | -23.7% | +22.2% | -46.0% | -38.5% |
| 3Y | +19.0% | +253.5% | -234.5% | -70.6% |
| All | -66.3% | +575.5% | -641.8% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling