-23.7%
MARA vs EXEL
+48.5%
-72.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +5.5% |
| 7D | +5.9% | -4.9% | +10.8% | +7.4% |
| 30D | +24.3% | +11.4% | +12.9% | +20.2% |
| 3M | -12.0% | +4.9% | -16.9% | -13.1% |
| 6M | +40.1% | +34.4% | +5.7% | +28.4% |
| YTD | +33.4% | +28.0% | +5.4% | +22.1% |
| 1Y | -23.7% | +43.6% | -67.4% | -31.1% |
| All | -23.7% | +48.5% | -72.3% | -31.1% |
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