-23.7%
MARA vs ETR
+21.8%
-45.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.1% |
| 7D | +5.9% | -1.8% | +7.7% | +7.4% |
| 30D | +24.3% | -1.8% | +26.0% | +25.9% |
| 3M | -12.0% | -3.6% | -8.4% | -9.6% |
| 6M | +40.1% | +2.6% | +37.5% | +30.8% |
| YTD | +33.4% | +16.0% | +17.4% | +4.6% |
| 1Y | -23.7% | +20.1% | -43.9% | -39.6% |
| All | -23.7% | +21.8% | -45.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling