-66.3%
MARA vs ET
+241.8%
-308.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.7% |
| 7D | +5.9% | +0.2% | +5.7% | +5.6% |
| 30D | +24.3% | +2.9% | +21.4% | +19.6% |
| 3M | -12.0% | +16.8% | -28.8% | -27.8% |
| 6M | +40.1% | +18.9% | +21.2% | +11.1% |
| YTD | +33.4% | +37.7% | -4.3% | -11.6% |
| 1Y | -23.7% | +32.4% | -56.2% | -47.1% |
| 3Y | +19.0% | +99.5% | -80.5% | -50.7% |
| All | -66.3% | +241.8% | -308.1% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling