-94.2%
MARA vs EMR
+399.8%
-494.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +10.1% | +2.8% | +7.2% | +7.5% |
| 30D | -15.1% | +3.7% | -18.7% | -17.2% |
| 3M | -24.1% | +2.0% | -26.1% | -25.0% |
| 6M | -45.2% | +22.1% | -67.3% | -53.2% |
| YTD | -22.2% | +27.2% | -49.4% | -35.4% |
| 1Y | -45.3% | +32.0% | -77.3% | -55.9% |
| 3Y | -23.9% | +103.3% | -127.1% | -54.4% |
| 5Y | -90.8% | +88.2% | -179.0% | -93.9% |
| 10Y | -81.0% | +280.4% | -361.5% | -91.4% |
| All | -94.2% | +399.8% | -494.0% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling