-93.6%
MARA vs ES
+227.4%
-321.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +4.1% |
| 7D | +11.5% | +0.1% | +11.4% | +11.3% |
| 30D | -18.9% | +6.7% | -25.6% | -20.4% |
| 3M | -20.9% | +0.3% | -21.2% | -21.3% |
| 6M | -42.8% | +7.4% | -50.2% | -44.4% |
| YTD | -14.7% | +8.4% | -23.1% | -17.2% |
| 1Y | -47.6% | +0.6% | -48.3% | -48.3% |
| 3Y | -20.3% | +50.6% | -70.9% | -29.2% |
| 5Y | -89.2% | +4.8% | -94.0% | -89.6% |
| 10Y | -79.2% | +93.1% | -172.3% | -80.7% |
| All | -93.6% | +227.4% | -321.0% | -91.6% |
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