-69.3%
MARA vs EW
-29.9%
-39.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +13.8% | -5.1% | +19.0% | +18.0% |
| 30D | +24.7% | -6.4% | +31.0% | +30.1% |
| 3M | -10.4% | -1.6% | -8.9% | -11.1% |
| 6M | +37.6% | +2.3% | +35.4% | +31.6% |
| YTD | +32.7% | +1.1% | +31.6% | +28.3% |
| 1Y | -25.2% | +8.0% | -33.2% | -32.5% |
| 3Y | +9.3% | +16.3% | -7.1% | -24.9% |
| 5Y | -69.3% | -29.4% | -39.9% | -58.0% |
| All | -69.3% | -29.9% | -39.5% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling