-90.0%
MARA vs ET
+513.9%
-603.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +13.8% | +0.6% | +13.2% | +13.5% |
| 30D | +24.7% | +5.3% | +19.4% | +21.9% |
| 3M | -10.4% | +15.6% | -26.1% | -16.1% |
| 6M | +37.6% | +20.6% | +17.0% | +26.4% |
| YTD | +32.7% | +38.5% | -5.8% | +15.3% |
| 1Y | -25.2% | +35.7% | -60.9% | -34.4% |
| 3Y | +9.3% | +98.4% | -89.1% | -15.7% |
| 5Y | -69.3% | +245.3% | -314.6% | -79.9% |
| 10Y | -73.6% | +173.7% | -247.3% | -83.1% |
| All | -90.0% | +513.9% | -603.9% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling