-90.1%
MARA vs EXEL
+1,178.7%
-1,268.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.2% |
| 7D | +15.6% | +1.4% | +14.3% | +15.2% |
| 30D | +17.2% | +6.7% | +10.6% | +15.3% |
| 3M | -14.2% | +11.5% | -25.6% | -16.6% |
| 6M | +47.7% | +38.8% | +8.9% | +35.7% |
| YTD | +31.7% | +31.6% | +0.2% | +22.3% |
| 1Y | -22.2% | +53.0% | -75.2% | -30.7% |
| 3Y | +8.4% | +160.8% | -152.4% | -17.7% |
| 5Y | -68.3% | +190.1% | -258.4% | -76.3% |
| 10Y | -74.9% | +367.0% | -441.8% | -82.4% |
| All | -90.1% | +1,178.7% | -1,268.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling