+19.0%
MARA vs EQH
+100.2%
-81.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +3.6% |
| 7D | +5.9% | +0.7% | +5.2% | +5.2% |
| 30D | +24.3% | +2.8% | +21.4% | +20.3% |
| 3M | -12.0% | +23.1% | -35.1% | -29.0% |
| 6M | +40.1% | +41.4% | -1.3% | -3.0% |
| YTD | +33.4% | +14.3% | +19.1% | +14.5% |
| 1Y | -23.7% | +1.6% | -25.3% | -26.6% |
| 3Y | +19.0% | +102.7% | -83.7% | -37.8% |
| All | +19.0% | +100.2% | -81.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling