-94.2%
MARA vs EW
+653.4%
-747.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.4% |
| 7D | +10.1% | +4.9% | +5.2% | +8.2% |
| 30D | -15.1% | +23.9% | -39.0% | -21.5% |
| 3M | -24.1% | +15.8% | -39.9% | -28.5% |
| 6M | -45.2% | +31.7% | -76.8% | -51.0% |
| YTD | -22.2% | +25.7% | -47.8% | -29.3% |
| 1Y | -45.3% | +24.4% | -69.7% | -50.2% |
| 3Y | -23.9% | +65.9% | -89.7% | -40.5% |
| 5Y | -90.8% | -7.6% | -83.2% | -91.0% |
| 10Y | -81.0% | +253.2% | -334.2% | -80.1% |
| All | -94.2% | +653.4% | -747.6% | -92.4% |
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