-23.9%
MARA vs EXPD
+75.3%
-99.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +10.1% | +5.5% | +4.6% | +7.4% |
| 30D | -15.1% | -0.8% | -14.3% | -14.4% |
| 3M | -24.1% | +4.1% | -28.2% | -25.1% |
| 6M | -45.2% | +25.7% | -70.9% | -50.5% |
| YTD | -22.2% | +31.4% | -53.6% | -32.2% |
| 1Y | -45.3% | +42.2% | -87.5% | -54.4% |
| 3Y | -23.9% | +77.2% | -101.0% | -42.6% |
| All | -23.9% | +75.3% | -99.1% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling