-65.2%
MARA vs EXE
+192.2%
-257.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +15.6% | -1.8% | +17.4% | +16.7% |
| 30D | +17.2% | +6.4% | +10.8% | +13.0% |
| 3M | -14.2% | +9.2% | -23.4% | -19.1% |
| 6M | +47.7% | -7.0% | +54.7% | +50.3% |
| YTD | +31.7% | -9.5% | +41.2% | +34.7% |
| 1Y | -22.2% | +6.2% | -28.4% | -28.2% |
| 3Y | +8.4% | +20.7% | -12.3% | -9.9% |
| 5Y | -68.3% | +103.6% | -171.9% | -81.0% |
| All | -65.2% | +192.2% | -257.4% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling