-74.1%
MARA vs ETN
+730.7%
-804.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +1.1% |
| 7D | +5.9% | +3.5% | +2.4% | +2.6% |
| 30D | +24.3% | -7.5% | +31.8% | +33.5% |
| 3M | -12.0% | +8.3% | -20.3% | -19.0% |
| 6M | +40.1% | +20.2% | +19.9% | +16.1% |
| YTD | +33.4% | +34.7% | -1.3% | 0.0% |
| 1Y | -23.7% | +19.4% | -43.2% | -35.5% |
| 3Y | +19.0% | +85.5% | -66.5% | -31.6% |
| 5Y | -66.5% | +186.6% | -253.1% | -86.4% |
| All | -74.1% | +730.7% | -804.8% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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