-68.0%
MARA vs EWT
+144.9%
-212.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | +0.1% |
| 7D | -1.5% | -1.1% | -0.4% | +0.2% |
| 30D | +18.1% | +4.8% | +13.3% | +9.1% |
| 3M | -9.4% | +11.1% | -20.6% | -25.9% |
| 6M | +33.4% | +54.6% | -21.3% | -40.0% |
| YTD | +27.3% | +71.4% | -44.2% | -52.1% |
| 1Y | -27.9% | +82.1% | -110.0% | -75.6% |
| 3Y | +4.8% | +193.2% | -188.5% | -89.1% |
| 5Y | -68.0% | +146.1% | -214.1% | -93.2% |
| All | -68.0% | +144.9% | -212.9% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling