-69.3%
MARA vs EXEL
+194.6%
-263.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.2% |
| 7D | +13.8% | -0.3% | +14.2% | +14.0% |
| 30D | +24.7% | +10.1% | +14.5% | +19.0% |
| 3M | -10.4% | +10.1% | -20.5% | -14.7% |
| 6M | +37.6% | +37.7% | 0.0% | +17.1% |
| YTD | +32.7% | +33.1% | -0.3% | +14.1% |
| 1Y | -25.2% | +52.4% | -77.5% | -40.5% |
| 3Y | +9.3% | +163.8% | -154.6% | -45.2% |
| 5Y | -69.3% | +198.5% | -267.9% | -87.3% |
| All | -69.3% | +194.6% | -263.9% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling