-69.3%
MARA vs EXPE
+89.3%
-158.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +13.8% | -11.5% | +25.4% | +21.4% |
| 30D | +24.7% | -13.1% | +37.7% | +32.9% |
| 3M | -10.4% | +18.1% | -28.6% | -23.0% |
| 6M | +37.6% | +13.3% | +24.4% | +19.1% |
| YTD | +32.7% | -3.2% | +36.0% | +22.3% |
| 1Y | -25.2% | +26.1% | -51.3% | -45.0% |
| 3Y | +9.3% | +151.7% | -142.5% | -59.5% |
| 5Y | -69.3% | +88.3% | -157.7% | -85.5% |
| All | -69.3% | +89.3% | -158.6% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling