-64.8%
MARA vs EXE
+182.2%
-247.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +5.9% |
| 7D | +5.9% | -3.1% | +9.1% | +7.6% |
| 30D | +24.3% | -0.9% | +25.2% | +24.5% |
| 3M | -12.0% | +9.6% | -21.5% | -17.3% |
| 6M | +40.1% | -11.6% | +51.7% | +46.5% |
| YTD | +33.4% | -12.6% | +46.0% | +38.8% |
| 1Y | -23.7% | +1.2% | -24.9% | -27.8% |
| 3Y | +19.0% | +18.0% | +0.9% | -0.2% |
| 5Y | -66.5% | +101.1% | -167.6% | -79.9% |
| All | -64.8% | +182.2% | -247.0% | -84.9% |
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