-90.1%
MARA vs EWT
+681.2%
-771.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.4% |
| 7D | +15.6% | +1.6% | +14.0% | +12.9% |
| 30D | +17.2% | +8.2% | +9.0% | +4.9% |
| 3M | -14.2% | +11.1% | -25.2% | -26.7% |
| 6M | +47.7% | +60.4% | -12.8% | -25.6% |
| YTD | +31.7% | +75.6% | -43.8% | -41.0% |
| 1Y | -22.2% | +91.3% | -113.5% | -68.9% |
| 3Y | +8.4% | +200.3% | -191.9% | -78.1% |
| 5Y | -68.3% | +156.4% | -224.7% | -90.8% |
| 10Y | -74.9% | +495.8% | -570.6% | -96.7% |
| All | -90.1% | +681.2% | -771.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling