-90.5%
MARA vs EW
+532.1%
-622.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +0.6% | +1.0% | -0.4% | -0.1% |
| 3M | -18.5% | +2.8% | -21.3% | -19.9% |
| 6M | +21.7% | +5.5% | +16.3% | +18.4% |
| YTD | +25.9% | +5.5% | +20.5% | +22.5% |
| 1Y | -25.1% | +11.0% | -36.2% | -29.0% |
| 3Y | -5.7% | +17.7% | -23.5% | -15.9% |
| 5Y | -73.9% | -25.7% | -48.2% | -72.7% |
| 10Y | -75.6% | +132.8% | -208.4% | -74.0% |
| All | -90.5% | +532.1% | -622.7% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling