-74.1%
MARA vs EW
+120.5%
-194.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.8% | +7.6% | +6.5% |
| 7D | +5.9% | -6.2% | +12.1% | +9.9% |
| 30D | +24.3% | -9.3% | +33.6% | +31.2% |
| 3M | -12.0% | -1.6% | -10.4% | -12.6% |
| 6M | +40.1% | -0.8% | +41.0% | +37.8% |
| YTD | +33.4% | -1.0% | +34.4% | +31.5% |
| 1Y | -23.7% | +8.2% | -31.9% | -29.9% |
| 3Y | +19.0% | +12.7% | +6.3% | -3.7% |
| 5Y | -66.5% | -30.2% | -36.3% | -60.6% |
| All | -74.1% | +120.5% | -194.6% | -76.6% |
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