-94.4%
MARA vs EXPD
+476.5%
-571.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +2.4% |
| 7D | +3.3% | -5.5% | +8.7% | +8.4% |
| 30D | -31.2% | -1.9% | -29.3% | -29.9% |
| 3M | -34.2% | +6.1% | -40.3% | -37.1% |
| 6M | -48.7% | +21.6% | -70.3% | -56.5% |
| YTD | -26.1% | +27.9% | -53.9% | -41.3% |
| 1Y | -58.2% | +39.4% | -97.6% | -69.2% |
| 3Y | -28.1% | +72.7% | -100.7% | -57.9% |
| 5Y | -91.3% | +60.3% | -151.6% | -94.5% |
| 10Y | -82.1% | +332.6% | -414.7% | -94.4% |
| All | -94.4% | +476.5% | -571.0% | -98.5% |
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