-90.1%
MARA vs HIG
+821.9%
-912.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.7% |
| 7D | +15.6% | -1.1% | +16.7% | +16.4% |
| 30D | +17.2% | -4.9% | +22.1% | +20.3% |
| 3M | -14.2% | +6.8% | -20.9% | -18.5% |
| 6M | +47.7% | -1.7% | +49.4% | +46.0% |
| YTD | +31.7% | -0.2% | +32.0% | +28.3% |
| 1Y | -22.2% | +5.7% | -27.9% | -27.3% |
| 3Y | +8.4% | +100.3% | -91.9% | -31.6% |
| 5Y | -68.3% | +118.5% | -186.8% | -80.7% |
| 10Y | -74.9% | +309.7% | -384.6% | -90.2% |
| All | -90.1% | +821.9% | -912.0% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling