-90.5%
MARA vs ES
+226.0%
-316.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +0.6% | -2.0% | +2.6% | +1.1% |
| 3M | -18.5% | +1.7% | -20.2% | -19.3% |
| 6M | +21.7% | -3.5% | +25.3% | +22.2% |
| YTD | +25.9% | +7.9% | +18.0% | +22.8% |
| 1Y | -25.1% | +17.2% | -42.3% | -28.5% |
| 3Y | -5.7% | +29.3% | -35.1% | -13.3% |
| 5Y | -73.9% | -5.7% | -68.2% | -74.6% |
| 10Y | -75.6% | +85.2% | -160.8% | -77.3% |
| All | -90.5% | +226.0% | -316.5% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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