+19.0%
MARA vs EQX
+168.9%
-150.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.3% |
| 7D | +5.9% | -3.2% | +9.1% | +6.9% |
| 30D | +24.3% | +7.8% | +16.5% | +22.3% |
| 3M | -12.0% | +21.3% | -33.3% | -16.5% |
| 6M | +40.1% | -22.4% | +62.5% | +46.4% |
| YTD | +33.4% | -11.3% | +44.7% | +35.3% |
| 1Y | -23.7% | +13.5% | -37.2% | -26.6% |
| 3Y | +19.0% | +162.1% | -143.2% | -3.9% |
| All | +19.0% | +168.9% | -150.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling