-74.9%
MARA vs EXPD
+308.0%
-382.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.8% |
| 7D | +15.6% | -0.9% | +16.6% | +16.4% |
| 30D | +17.2% | +4.1% | +13.2% | +13.3% |
| 3M | -14.2% | +13.8% | -27.9% | -23.9% |
| 6M | +47.7% | +27.3% | +20.4% | +17.7% |
| YTD | +31.7% | +25.4% | +6.3% | +4.4% |
| 1Y | -22.2% | +54.4% | -76.5% | -50.0% |
| 3Y | +8.4% | +67.9% | -59.4% | -37.9% |
| 5Y | -68.3% | +59.2% | -127.4% | -80.9% |
| 10Y | -74.9% | +308.6% | -383.4% | -92.6% |
| All | -74.9% | +308.0% | -382.8% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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