-94.7%
MARA vs EXPD
+461.4%
-556.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.2% | +9.8% |
| 7D | -6.2% | -7.2% | +1.0% | -0.2% |
| 30D | -38.7% | -3.3% | -35.4% | -36.9% |
| 3M | -40.4% | +3.4% | -43.8% | -41.9% |
| 6M | -51.3% | +22.7% | -74.0% | -59.0% |
| YTD | -29.3% | +24.5% | -53.8% | -42.7% |
| 1Y | -60.2% | +38.6% | -98.9% | -70.7% |
| 3Y | -31.3% | +71.5% | -102.8% | -59.7% |
| 5Y | -90.1% | +56.2% | -146.3% | -93.5% |
| 10Y | -81.2% | +310.5% | -391.6% | -93.9% |
| All | -94.7% | +461.4% | -556.1% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling