-94.0%
MARA vs EW
+643.9%
-737.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +22.4% | +4.9% | +17.5% | +20.4% |
| 30D | -21.0% | +24.1% | -45.0% | -27.0% |
| 3M | -25.3% | +13.7% | -39.0% | -29.1% |
| 6M | -43.4% | +32.7% | -76.1% | -49.5% |
| YTD | -19.8% | +24.1% | -43.9% | -26.8% |
| 1Y | -50.0% | +23.6% | -73.7% | -54.4% |
| 3Y | -25.1% | +64.8% | -89.8% | -41.4% |
| 5Y | -90.5% | -8.8% | -81.7% | -90.7% |
| 10Y | -80.4% | +248.8% | -329.2% | -79.4% |
| All | -94.0% | +643.9% | -737.9% | -92.1% |
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 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