-87.4%
MARA vs EXE
+76.7%
-164.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | +10.1% | +5.3% | +4.8% | +7.5% |
| 30D | -15.1% | -2.2% | -12.9% | -14.2% |
| 3M | -24.1% | -5.9% | -18.2% | -22.3% |
| 6M | -45.2% | -5.7% | -39.5% | -44.6% |
| YTD | -22.2% | -17.8% | -4.3% | -16.8% |
| 1Y | -45.3% | -23.1% | -22.2% | -39.4% |
| 3Y | -23.9% | +21.2% | -45.0% | -37.4% |
| All | -87.4% | +76.7% | -164.1% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling