-79.4%
MARA vs EXE
+165.2%
-244.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | +10.1% | +5.3% | +4.8% | +7.3% |
| 30D | -15.1% | -2.2% | -12.9% | -14.1% |
| 3M | -24.1% | -5.9% | -18.2% | -22.2% |
| 6M | -45.2% | -5.7% | -39.5% | -44.6% |
| YTD | -22.2% | -17.8% | -4.3% | -16.6% |
| 1Y | -45.3% | -23.1% | -22.2% | -39.2% |
| 3Y | -23.9% | +21.2% | -45.0% | -37.7% |
| 5Y | -90.8% | +78.8% | -169.6% | -94.1% |
| All | -79.4% | +165.2% | -244.6% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling