-65.7%
MARA vs EQNR
+86.3%
-151.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.6% | -13.8% | -14.4% |
| 7D | -18.0% | -10.6% | -7.4% | -17.9% |
| 30D | -46.4% | -1.1% | -45.3% | -46.3% |
| 3M | -47.7% | +12.6% | -60.3% | -47.9% |
| 6M | -51.6% | +4.9% | -56.6% | -50.6% |
| YTD | -34.5% | +86.1% | -120.6% | -62.8% |
| 1Y | -65.7% | +87.5% | -153.2% | -80.3% |
| All | -65.7% | +86.3% | -151.9% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling