-58.7%
MARA vs EXEL
+92.4%
-151.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -6.5% | +9.8% | -16.3% | -9.1% |
| 30D | -38.5% | +23.6% | -62.1% | -42.3% |
| 3M | -41.5% | +29.9% | -71.4% | -46.1% |
| 6M | -41.9% | +64.7% | -106.6% | -50.6% |
| YTD | -23.5% | +66.0% | -89.5% | -36.7% |
| 1Y | -58.7% | +92.0% | -150.6% | -69.1% |
| All | -58.7% | +92.4% | -151.1% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling