-66.3%
MARA vs EVRG
+48.0%
-114.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +24.3% | -1.2% | +25.5% | +24.8% |
| 3M | -12.0% | -0.6% | -11.4% | -12.1% |
| 6M | +40.1% | +2.4% | +37.7% | +37.6% |
| YTD | +33.4% | +15.5% | +18.0% | +23.6% |
| 1Y | -23.7% | +16.8% | -40.6% | -29.5% |
| 3Y | +19.0% | +75.0% | -56.0% | -10.5% |
| All | -66.3% | +48.0% | -114.3% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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