-66.3%
MARA vs EQNR
+183.4%
-249.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.0% |
| 7D | +5.9% | +6.4% | -0.5% | +4.0% |
| 30D | +24.3% | +10.4% | +13.9% | +20.5% |
| 3M | -12.0% | +23.1% | -35.1% | -18.5% |
| 6M | +40.1% | +36.3% | +3.8% | +21.5% |
| YTD | +33.4% | +96.0% | -62.6% | -0.3% |
| 1Y | -23.7% | +94.2% | -118.0% | -43.0% |
| 3Y | +19.0% | +75.3% | -56.3% | -9.3% |
| All | -66.3% | +183.4% | -249.7% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling