-90.5%
MARA vs EW
-7.9%
-82.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +22.4% | +4.9% | +17.5% | +18.4% |
| 30D | -21.0% | +24.1% | -45.0% | -32.7% |
| 3M | -25.3% | +13.7% | -39.0% | -32.9% |
| 6M | -43.4% | +32.7% | -76.1% | -55.4% |
| YTD | -19.8% | +24.1% | -43.9% | -33.8% |
| 1Y | -50.0% | +23.6% | -73.7% | -58.8% |
| 3Y | -25.1% | +64.8% | -89.8% | -63.3% |
| 5Y | -90.5% | -8.8% | -81.7% | -89.7% |
| All | -90.5% | -7.9% | -82.6% | -89.7% |
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 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