-82.2%
MARA vs EXPE
+123.5%
-205.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.3% |
| 7D | +10.1% | -0.5% | +10.6% | +10.3% |
| 30D | -15.1% | -6.1% | -9.0% | -13.9% |
| 3M | -24.1% | -21.3% | -2.8% | -16.9% |
| 6M | -45.2% | +19.0% | -64.2% | -54.2% |
| YTD | -22.2% | -8.4% | -13.7% | -27.9% |
| 1Y | -45.3% | -2.8% | -42.5% | -51.7% |
| 3Y | -23.9% | +120.8% | -144.6% | -63.8% |
| 5Y | -90.8% | +46.2% | -137.0% | -94.3% |
| All | -82.2% | +123.5% | -205.7% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling