-74.1%
MARA vs HIG
+313.7%
-387.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | -1.5% | +7.4% | +6.7% |
| 30D | +24.3% | -0.4% | +24.6% | +24.0% |
| 3M | -12.0% | +6.7% | -18.6% | -16.5% |
| 6M | +40.1% | +2.0% | +38.2% | +35.5% |
| YTD | +33.4% | +0.3% | +33.1% | +29.4% |
| 1Y | -23.7% | +4.2% | -27.9% | -28.2% |
| 3Y | +19.0% | +102.2% | -83.3% | -26.6% |
| 5Y | -66.5% | +118.5% | -185.0% | -80.0% |
| All | -74.1% | +313.7% | -387.7% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling