-89.2%
MARA vs EXPE
+42.3%
-131.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.1% |
| 7D | +11.5% | -17.8% | +29.3% | +24.2% |
| 30D | -18.9% | -3.2% | -15.6% | -19.2% |
| 3M | -20.9% | -19.0% | -1.9% | -14.6% |
| 6M | -42.8% | +17.7% | -60.5% | -52.7% |
| YTD | -14.7% | -7.8% | -6.9% | -22.0% |
| 1Y | -47.6% | -1.4% | -46.3% | -54.9% |
| 3Y | -20.3% | +121.9% | -142.2% | -69.2% |
| 5Y | -89.2% | +44.3% | -133.4% | -94.1% |
| All | -89.2% | +42.3% | -131.5% | -94.1% |
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