-90.5%
MARA vs EXC
+170.7%
-261.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +0.6% | -3.7% | +4.3% | +1.7% |
| 3M | -18.5% | -1.3% | -17.2% | -18.8% |
| 6M | +21.7% | -9.7% | +31.4% | +24.5% |
| YTD | +25.9% | +2.9% | +23.1% | +23.4% |
| 1Y | -25.1% | +4.4% | -29.5% | -27.1% |
| 3Y | -5.7% | +22.2% | -28.0% | -14.5% |
| 5Y | -73.9% | +46.7% | -120.7% | -77.6% |
| 10Y | -75.6% | +155.3% | -231.0% | -81.2% |
| All | -90.5% | +170.7% | -261.3% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling