+344.8%
MARA vs ESTC
+23.7%
+321.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +2.0% |
| 7D | +13.8% | -3.3% | +17.2% | +16.1% |
| 30D | +24.7% | +13.4% | +11.2% | +10.1% |
| 3M | -10.4% | +41.3% | -51.8% | -32.4% |
| 6M | +37.6% | +62.6% | -24.9% | -7.6% |
| YTD | +32.7% | +14.8% | +18.0% | +7.9% |
| 1Y | -25.2% | -5.1% | -20.1% | -33.0% |
| 3Y | +9.3% | +11.2% | -1.9% | -27.1% |
| 5Y | -69.3% | -47.0% | -22.4% | -66.8% |
| All | +344.8% | +23.7% | +321.1% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling