-68.0%
MARA vs HIG
+118.8%
-186.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -1.5% | -2.3% | +0.8% | -0.1% |
| 30D | +18.1% | -1.2% | +19.3% | +18.5% |
| 3M | -9.4% | +6.3% | -15.7% | -14.8% |
| 6M | +33.4% | +0.6% | +32.8% | +29.5% |
| YTD | +27.3% | +0.6% | +26.7% | +22.5% |
| 1Y | -27.9% | +6.1% | -34.0% | -34.3% |
| 3Y | +4.8% | +102.0% | -97.2% | -48.4% |
| 5Y | -68.0% | +119.2% | -187.2% | -86.5% |
| All | -68.0% | +118.8% | -186.8% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling