-66.3%
MARA vs EWZ
+59.6%
-126.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.8% |
| 7D | +5.9% | +0.9% | +5.1% | +4.9% |
| 30D | +24.3% | +12.8% | +11.5% | +10.0% |
| 3M | -12.0% | +10.8% | -22.7% | -20.1% |
| 6M | +40.1% | +2.5% | +37.6% | +37.2% |
| YTD | +33.4% | +21.4% | +12.1% | +11.4% |
| 1Y | -23.7% | +32.8% | -56.5% | -41.8% |
| 3Y | +19.0% | +45.2% | -26.2% | -16.1% |
| All | -66.3% | +59.6% | -126.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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