-90.1%
MARA vs EWZ
+22.8%
-112.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.2% |
| 7D | +15.6% | +5.6% | +10.1% | +11.4% |
| 30D | +17.2% | +9.3% | +8.0% | +10.4% |
| 3M | -14.2% | +15.7% | -29.8% | -21.7% |
| 6M | +47.7% | +7.4% | +40.3% | +41.9% |
| YTD | +31.7% | +22.7% | +9.1% | +16.3% |
| 1Y | -22.2% | +36.4% | -58.6% | -36.0% |
| 3Y | +8.4% | +50.4% | -42.0% | -15.3% |
| 5Y | -68.3% | +67.6% | -135.9% | -76.4% |
| 10Y | -74.9% | +84.1% | -158.9% | -82.1% |
| All | -90.1% | +22.8% | -112.9% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling