-90.5%
MARA vs EXPD
+474.1%
-564.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.2% |
| 7D | +6.0% | -1.1% | +7.1% | +7.0% |
| 30D | +0.6% | +4.1% | -3.5% | -2.5% |
| 3M | -18.5% | +17.9% | -36.4% | -29.2% |
| 6M | +21.7% | +29.2% | -7.5% | -3.0% |
| YTD | +25.9% | +27.4% | -1.4% | +0.1% |
| 1Y | -25.1% | +56.8% | -82.0% | -51.1% |
| 3Y | -5.7% | +68.0% | -73.8% | -43.5% |
| 5Y | -73.9% | +61.9% | -135.8% | -83.7% |
| 10Y | -75.6% | +316.0% | -391.6% | -92.1% |
| All | -90.5% | +474.1% | -564.7% | -97.5% |
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