-23.6%
MARA vs ESTC
+19.0%
-42.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.3% | +13.9% | +11.7% |
| 7D | +2.5% | -3.6% | +6.1% | +3.9% |
| 30D | -23.9% | -11.2% | -12.8% | -20.8% |
| 3M | -23.2% | +14.3% | -37.5% | -28.3% |
| 6M | -43.3% | +67.0% | -110.3% | -55.0% |
| YTD | -18.3% | +15.7% | -33.9% | -26.2% |
| 1Y | -52.9% | -6.3% | -46.6% | -53.5% |
| 3Y | -23.6% | +14.5% | -38.1% | -34.7% |
| All | -23.6% | +19.0% | -42.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling