-74.1%
MARA vs ENTG
+797.5%
-871.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.7% | +3.2% |
| 7D | +5.9% | +1.2% | +4.7% | +5.1% |
| 30D | +24.3% | -12.9% | +37.1% | +37.0% |
| 3M | -12.0% | -3.1% | -8.9% | -16.1% |
| 6M | +40.1% | +21.0% | +19.1% | +7.6% |
| YTD | +33.4% | +67.0% | -33.6% | -21.2% |
| 1Y | -23.7% | +68.6% | -92.4% | -55.5% |
| 3Y | +19.0% | +48.6% | -29.7% | -29.6% |
| 5Y | -66.5% | +18.6% | -85.1% | -75.6% |
| All | -74.1% | +797.5% | -871.6% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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