-90.0%
MARA vs EVRG
+394.0%
-484.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +13.8% | +0.6% | +13.3% | +13.7% |
| 30D | +24.7% | -0.2% | +24.9% | +24.7% |
| 3M | -10.4% | -0.5% | -10.0% | -10.5% |
| 6M | +37.6% | +0.2% | +37.5% | +37.2% |
| YTD | +32.7% | +14.9% | +17.9% | +28.2% |
| 1Y | -25.2% | +18.2% | -43.4% | -28.1% |
| 3Y | +9.3% | +70.2% | -60.9% | -3.4% |
| 5Y | -69.3% | +45.3% | -114.7% | -72.2% |
| 10Y | -73.6% | +112.4% | -186.0% | -76.8% |
| All | -90.0% | +394.0% | -484.0% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling