-23.9%
MARA vs EXEL
+230.5%
-254.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | +10.1% | -0.8% | +10.9% | +10.3% |
| 30D | -15.1% | +13.1% | -28.2% | -17.6% |
| 3M | -24.1% | +36.3% | -60.4% | -30.1% |
| 6M | -45.2% | +34.5% | -79.7% | -49.4% |
| YTD | -22.2% | +57.4% | -79.6% | -31.5% |
| 1Y | -45.3% | +62.9% | -108.2% | -52.3% |
| 3Y | -23.9% | +229.5% | -253.4% | -40.8% |
| All | -23.9% | +230.5% | -254.3% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling