-22.2%
MARA vs EXPD
+55.4%
-77.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.9% |
| 7D | +15.6% | -0.9% | +16.6% | +15.8% |
| 30D | +17.2% | +4.1% | +13.2% | +16.5% |
| 3M | -14.2% | +13.8% | -27.9% | -16.7% |
| 6M | +47.7% | +27.3% | +20.4% | +39.3% |
| YTD | +31.7% | +25.4% | +6.3% | +25.1% |
| 1Y | -22.2% | +54.4% | -76.5% | -27.0% |
| All | -22.2% | +55.4% | -77.6% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling