-74.1%
MARA vs ET
+177.0%
-251.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.4% |
| 7D | +5.9% | +0.2% | +5.7% | +5.7% |
| 30D | +24.3% | +2.9% | +21.4% | +21.3% |
| 3M | -12.0% | +16.8% | -28.8% | -22.2% |
| 6M | +40.1% | +18.9% | +21.2% | +21.6% |
| YTD | +33.4% | +37.7% | -4.3% | +4.0% |
| 1Y | -23.7% | +32.4% | -56.2% | -38.8% |
| 3Y | +19.0% | +99.5% | -80.5% | -26.9% |
| 5Y | -66.5% | +244.0% | -310.4% | -84.8% |
| All | -74.1% | +177.0% | -251.1% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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