-68.3%
MARA vs ESTC
-47.2%
-21.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +6.8% |
| 7D | +15.6% | -4.3% | +19.9% | +18.6% |
| 30D | +17.2% | +17.7% | -0.5% | +1.3% |
| 3M | -14.2% | +42.3% | -56.4% | -35.5% |
| 6M | +47.7% | +64.6% | -16.9% | -1.7% |
| YTD | +31.7% | +17.2% | +14.5% | +6.1% |
| 1Y | -22.2% | -4.2% | -18.0% | -30.1% |
| 3Y | +8.4% | +13.5% | -5.1% | -32.0% |
| 5Y | -68.3% | -45.5% | -22.7% | -63.5% |
| All | -68.3% | -47.2% | -21.1% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling