-90.0%
MARA vs EME
+2,678.0%
-2,768.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +2.8% |
| 7D | +13.8% | +2.7% | +11.1% | +11.3% |
| 30D | +24.7% | -6.8% | +31.5% | +31.6% |
| 3M | -10.4% | -8.8% | -1.6% | -3.6% |
| 6M | +37.6% | +5.0% | +32.7% | +31.4% |
| YTD | +32.7% | +23.5% | +9.2% | +11.3% |
| 1Y | -25.2% | +21.3% | -46.5% | -37.1% |
| 3Y | +9.3% | +241.1% | -231.8% | -62.5% |
| 5Y | -69.3% | +549.2% | -618.5% | -93.7% |
| 10Y | -73.6% | +1,306.4% | -1,380.0% | -96.9% |
| All | -90.0% | +2,678.0% | -2,768.0% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling