-23.7%
MARA vs HIG
+5.5%
-29.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.6% |
| 7D | +5.9% | -1.5% | +7.4% | +4.9% |
| 30D | +24.3% | -0.4% | +24.6% | +24.4% |
| 3M | -12.0% | +6.7% | -18.6% | -8.9% |
| 6M | +40.1% | +2.0% | +38.2% | +44.6% |
| YTD | +33.4% | +0.3% | +33.1% | +38.8% |
| 1Y | -23.7% | +4.2% | -27.9% | -21.6% |
| All | -23.7% | +5.5% | -29.2% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling