-45.2%
MARA vs EXC
+5.3%
-50.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.8% | +10.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.8% |
| 30D | -23.9% | +9.0% | -33.0% | -15.5% |
| 3M | -23.2% | +3.3% | -26.5% | -20.0% |
| All | -45.2% | +5.3% | -50.4% | -41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling