-25.1%
MARA vs EWT
+99.0%
-124.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -4.9% |
| 7D | +6.0% | +4.0% | +2.0% | +0.5% |
| 30D | +0.6% | +10.3% | -9.7% | -11.7% |
| 3M | -18.5% | +6.1% | -24.6% | -25.6% |
| 6M | +21.7% | +56.6% | -34.9% | -38.3% |
| YTD | +25.9% | +76.6% | -50.6% | -49.0% |
| 1Y | -25.1% | +97.9% | -123.0% | -75.1% |
| All | -25.1% | +99.0% | -124.1% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling