-66.3%
MARA vs EQX
+83.7%
-150.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.2% |
| 7D | +5.9% | -3.2% | +9.1% | +7.3% |
| 30D | +24.3% | +7.8% | +16.5% | +21.3% |
| 3M | -12.0% | +21.3% | -33.3% | -18.5% |
| 6M | +40.1% | -22.4% | +62.5% | +51.0% |
| YTD | +33.4% | -11.3% | +44.7% | +35.6% |
| 1Y | -23.7% | +13.5% | -37.2% | -30.3% |
| 3Y | +19.0% | +162.1% | -143.2% | -32.2% |
| All | -66.3% | +83.7% | -150.0% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling