-23.7%
MARA vs EQX
+17.2%
-41.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.1% |
| 7D | +5.9% | -3.2% | +9.1% | +7.4% |
| 30D | +24.3% | +7.8% | +16.5% | +21.3% |
| 3M | -12.0% | +21.3% | -33.3% | -18.8% |
| 6M | +40.1% | -22.4% | +62.5% | +48.5% |
| YTD | +33.4% | -11.3% | +44.7% | +35.0% |
| 1Y | -23.7% | +13.5% | -37.2% | -27.0% |
| All | -23.7% | +17.2% | -41.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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