+322.0%
MARA vs ESTC
+31.2%
+290.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | +0.2% |
| 7D | +6.0% | -8.1% | +14.1% | +11.5% |
| 30D | +0.6% | +31.7% | -31.1% | -19.2% |
| 3M | -18.5% | +41.1% | -59.6% | -38.0% |
| 6M | +21.7% | +77.1% | -55.3% | -22.4% |
| YTD | +25.9% | +21.7% | +4.2% | -0.9% |
| 1Y | -25.1% | +8.4% | -33.5% | -38.4% |
| 3Y | -5.7% | +23.6% | -29.4% | -41.3% |
| 5Y | -73.9% | -46.5% | -27.5% | -71.8% |
| All | +322.0% | +31.2% | +290.9% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling