-90.5%
MARA vs EXPE
+701.4%
-792.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.6% |
| 7D | +6.0% | -9.5% | +15.5% | +11.6% |
| 30D | +0.6% | -6.6% | +7.3% | +3.3% |
| 3M | -18.5% | +31.4% | -49.9% | -32.1% |
| 6M | +21.7% | +35.2% | -13.4% | -3.0% |
| YTD | +25.9% | +5.8% | +20.1% | +12.5% |
| 1Y | -25.1% | +38.7% | -63.8% | -44.1% |
| 3Y | -5.7% | +175.8% | -181.5% | -56.2% |
| 5Y | -73.9% | +111.8% | -185.8% | -85.4% |
| 10Y | -75.6% | +179.7% | -255.3% | -89.2% |
| All | -90.5% | +701.4% | -792.0% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling