-74.1%
MARA vs EQIX
+246.8%
-320.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.5% | +3.9% |
| 7D | +5.9% | +0.2% | +5.8% | +5.9% |
| 30D | +24.3% | -2.5% | +26.8% | +27.0% |
| 3M | -12.0% | 0.0% | -11.9% | -11.4% |
| 6M | +40.1% | +7.6% | +32.5% | +34.5% |
| YTD | +33.4% | +37.5% | -4.1% | +7.4% |
| 1Y | -23.7% | +32.9% | -56.7% | -37.0% |
| 3Y | +19.0% | +42.8% | -23.8% | -7.0% |
| 5Y | -66.5% | +35.8% | -102.3% | -73.4% |
| All | -74.1% | +246.8% | -320.9% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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