-74.1%
MARA vs EXPE
+169.0%
-243.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | +5.9% | -5.8% | +11.7% | +9.0% |
| 30D | +24.3% | -13.6% | +37.9% | +32.9% |
| 3M | -12.0% | +25.2% | -37.2% | -26.1% |
| 6M | +40.1% | +22.3% | +17.8% | +17.2% |
| YTD | +33.4% | -0.3% | +33.7% | +21.4% |
| 1Y | -23.7% | +27.8% | -51.6% | -42.3% |
| 3Y | +19.0% | +162.4% | -143.5% | -48.5% |
| 5Y | -66.5% | +95.8% | -162.3% | -82.0% |
| All | -74.1% | +169.0% | -243.1% | -89.7% |
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