-94.7%
MARA vs ES
+224.2%
-318.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.9% | +10.9% | +8.6% |
| 7D | -6.2% | +1.9% | -8.1% | -6.8% |
| 30D | -38.7% | +7.1% | -45.8% | -39.9% |
| 3M | -40.4% | -1.9% | -38.4% | -40.4% |
| 6M | -51.3% | +4.4% | -55.6% | -52.3% |
| YTD | -29.3% | +7.3% | -36.6% | -31.2% |
| 1Y | -60.2% | +2.1% | -62.3% | -60.8% |
| 3Y | -31.3% | +41.8% | -73.1% | -38.2% |
| 5Y | -90.1% | +1.4% | -91.5% | -90.4% |
| 10Y | -81.2% | +86.8% | -167.9% | -82.5% |
| All | -94.7% | +224.2% | -318.9% | -93.1% |
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