-69.6%
MARA vs EXC
+46.8%
-116.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +15.6% | +1.2% | +14.4% | +15.3% |
| 30D | +17.2% | -2.7% | +20.0% | +18.1% |
| 3M | -14.2% | -1.0% | -13.2% | -14.5% |
| 6M | +47.7% | -9.3% | +57.0% | +51.1% |
| YTD | +31.7% | +3.6% | +28.1% | +28.2% |
| 1Y | -22.2% | +5.9% | -28.1% | -24.9% |
| 3Y | +8.4% | +21.3% | -12.9% | -4.0% |
| All | -69.6% | +46.8% | -116.4% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling