-74.1%
MARA vs EMR
+284.0%
-358.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +2.4% |
| 7D | +5.9% | -0.4% | +6.3% | +6.4% |
| 30D | +24.3% | -6.8% | +31.0% | +32.3% |
| 3M | -12.0% | +7.5% | -19.4% | -18.2% |
| 6M | +40.1% | +9.9% | +30.3% | +27.4% |
| YTD | +33.4% | +16.0% | +17.4% | +16.3% |
| 1Y | -23.7% | +12.4% | -36.2% | -31.7% |
| 3Y | +19.0% | +60.2% | -41.3% | -20.3% |
| 5Y | -66.5% | +67.9% | -134.3% | -77.6% |
| All | -74.1% | +284.0% | -358.1% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling