+17.5%
MARA vs EXPE
+151.3%
-133.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.9% | +12.5% | +6.7% |
| 7D | +15.6% | -9.8% | +25.4% | +18.6% |
| 30D | +17.2% | -11.5% | +28.7% | +20.2% |
| 3M | -14.2% | +21.7% | -35.9% | -21.7% |
| 6M | +47.7% | +10.4% | +37.3% | +37.8% |
| YTD | +31.7% | -2.5% | +34.3% | +27.1% |
| 1Y | -22.2% | +27.3% | -49.5% | -34.5% |
| All | +17.5% | +151.3% | -133.8% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling