-82.2%
MARA vs ENB
+109.5%
-191.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.4% |
| 7D | +10.1% | +3.1% | +7.0% | +6.7% |
| 30D | -15.1% | +2.1% | -17.2% | -17.3% |
| 3M | -24.1% | -4.4% | -19.7% | -21.3% |
| 6M | -45.2% | -10.1% | -35.1% | -40.3% |
| YTD | -22.2% | +5.2% | -27.3% | -28.6% |
| 1Y | -45.3% | +4.2% | -49.5% | -49.5% |
| 3Y | -23.9% | +70.1% | -93.9% | -59.7% |
| 5Y | -90.8% | +59.4% | -150.2% | -94.4% |
| All | -82.2% | +109.5% | -191.6% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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