-74.1%
MARA vs EWT
+523.5%
-597.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +2.0% |
| 7D | +5.9% | -1.1% | +7.1% | +7.9% |
| 30D | +24.3% | +4.5% | +19.8% | +16.1% |
| 3M | -12.0% | +8.3% | -20.2% | -23.6% |
| 6M | +40.1% | +54.2% | -14.1% | -31.6% |
| YTD | +33.4% | +74.6% | -41.2% | -46.2% |
| 1Y | -23.7% | +84.9% | -108.6% | -71.8% |
| 3Y | +19.0% | +197.5% | -178.6% | -81.5% |
| 5Y | -66.5% | +150.6% | -217.1% | -91.9% |
| All | -74.1% | +523.5% | -597.6% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling