-27.9%
MARA vs EXC
+4.5%
-32.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.4% |
| 7D | -1.5% | -1.6% | +0.2% | -2.1% |
| 30D | +18.1% | -2.4% | +20.5% | +17.0% |
| 3M | -9.4% | -4.0% | -5.5% | -11.2% |
| 6M | +33.4% | -9.8% | +43.2% | +32.9% |
| YTD | +27.3% | +2.3% | +25.0% | +25.6% |
| 1Y | -27.9% | +3.8% | -31.8% | -17.2% |
| All | -27.9% | +4.5% | -32.4% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling