-74.1%
MARA vs EOG
+121.1%
-195.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +5.9% | +1.5% | +4.4% | +5.1% |
| 30D | +24.3% | +2.9% | +21.3% | +22.3% |
| 3M | -12.0% | +8.7% | -20.7% | -17.4% |
| 6M | +40.1% | +12.9% | +27.2% | +27.2% |
| YTD | +33.4% | +43.8% | -10.4% | +5.9% |
| 1Y | -23.7% | +27.1% | -50.8% | -35.5% |
| 3Y | +19.0% | +25.9% | -6.9% | -0.3% |
| 5Y | -66.5% | +177.9% | -244.4% | -81.9% |
| All | -74.1% | +121.1% | -195.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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