-75.3%
MARA vs EXEL
+386.3%
-461.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.4% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | +18.1% | +11.9% | +6.2% | +12.4% |
| 3M | -9.4% | +9.2% | -18.7% | -13.2% |
| 6M | +33.4% | +39.1% | -5.7% | +14.4% |
| YTD | +27.3% | +31.0% | -3.7% | +11.5% |
| 1Y | -27.9% | +52.3% | -80.3% | -41.5% |
| 3Y | +4.8% | +159.7% | -155.0% | -38.1% |
| 5Y | -68.0% | +187.7% | -255.7% | -81.8% |
| All | -75.3% | +386.3% | -461.6% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling