-87.4%
MARA vs EXPD
+60.9%
-148.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +10.1% | +5.5% | +4.6% | +5.4% |
| 30D | -15.1% | -0.8% | -14.3% | -14.1% |
| 3M | -24.1% | +4.1% | -28.2% | -26.3% |
| 6M | -45.2% | +25.7% | -70.9% | -55.1% |
| YTD | -22.2% | +31.4% | -53.6% | -40.6% |
| 1Y | -45.3% | +42.2% | -87.5% | -61.5% |
| 3Y | -23.9% | +77.2% | -101.0% | -60.7% |
| All | -87.4% | +60.9% | -148.2% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling