-94.0%
MARA vs EXC
+183.1%
-277.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +22.4% | -1.9% | +24.4% | +23.0% |
| 30D | -21.0% | +7.8% | -28.7% | -22.9% |
| 3M | -25.3% | +1.9% | -27.2% | -26.1% |
| 6M | -43.4% | +3.4% | -46.8% | -44.6% |
| YTD | -19.8% | +7.6% | -27.4% | -22.8% |
| 1Y | -50.0% | +2.1% | -52.1% | -51.1% |
| 3Y | -25.1% | +29.6% | -54.7% | -33.4% |
| 5Y | -90.5% | +39.5% | -130.0% | -91.7% |
| 10Y | -80.4% | +200.2% | -280.6% | -85.3% |
| All | -94.0% | +183.1% | -277.0% | -93.2% |
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