-27.9%
MARA vs EW
+8.2%
-36.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.1% |
| 7D | -1.5% | -3.4% | +1.9% | -1.4% |
| 30D | +18.1% | -7.4% | +25.4% | +18.5% |
| 3M | -9.4% | +0.9% | -10.3% | -10.9% |
| 6M | +33.4% | +1.2% | +32.2% | +31.0% |
| YTD | +27.3% | +1.8% | +25.5% | +21.8% |
| 1Y | -27.9% | +10.8% | -38.8% | -28.1% |
| All | -27.9% | +8.2% | -36.2% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling