-81.6%
MARA vs EW
+249.9%
-331.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +22.4% | +4.9% | +17.5% | +18.9% |
| 30D | -21.0% | +24.1% | -45.0% | -31.2% |
| 3M | -25.3% | +13.7% | -39.0% | -31.9% |
| 6M | -43.4% | +32.7% | -76.1% | -53.7% |
| YTD | -19.8% | +24.1% | -43.9% | -31.8% |
| 1Y | -50.0% | +23.6% | -73.7% | -57.6% |
| 3Y | -25.1% | +64.8% | -89.8% | -53.8% |
| 5Y | -90.5% | -8.8% | -81.7% | -90.6% |
| All | -81.6% | +249.9% | -331.5% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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