-90.4%
MARA vs EQT
+129.9%
-220.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.0% |
| 30D | +18.1% | +1.1% | +17.0% | +17.4% |
| 3M | -9.4% | +4.8% | -14.2% | -11.6% |
| 6M | +33.4% | -10.6% | +44.0% | +37.7% |
| YTD | +27.3% | +3.4% | +23.8% | +24.2% |
| 1Y | -27.9% | +8.7% | -36.6% | -31.0% |
| 3Y | +4.8% | +35.0% | -30.2% | -8.2% |
| 5Y | -68.0% | +204.2% | -272.3% | -78.7% |
| 10Y | -74.7% | +52.5% | -127.1% | -80.3% |
| All | -90.4% | +129.9% | -220.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 all: compounded portfolio wealth divided by compounded EQT 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…
all analysis · Full analysis span regression · 6 months rolling