-16.6%
MARA vs EXPE
+123.2%
-139.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.8% |
| 7D | +11.5% | -17.8% | +29.3% | +17.1% |
| 30D | -18.9% | -3.2% | -15.6% | -18.7% |
| 3M | -20.9% | -19.0% | -1.9% | -17.6% |
| 6M | -42.8% | +17.7% | -60.5% | -48.2% |
| YTD | -14.7% | -7.8% | -6.9% | -17.4% |
| 1Y | -47.6% | -1.4% | -46.3% | -51.1% |
| All | -16.6% | +123.2% | -139.8% | -52.9% |
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