-66.6%
MARA vs EXE
+98.8%
-165.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +13.8% | -2.7% | +16.6% | +15.4% |
| 30D | +24.7% | -0.4% | +25.1% | +24.6% |
| 3M | -10.4% | +9.5% | -19.9% | -15.7% |
| 6M | +37.6% | -9.3% | +47.0% | +41.9% |
| YTD | +32.7% | -10.9% | +43.6% | +36.9% |
| 1Y | -25.2% | +4.3% | -29.5% | -30.2% |
| 3Y | +9.3% | +18.8% | -9.6% | -8.2% |
| All | -66.6% | +98.8% | -165.5% | -79.2% |
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