-74.1%
MARA vs HUM
+152.7%
-226.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.2% |
| 7D | +5.9% | +2.1% | +3.9% | +5.3% |
| 30D | +24.3% | +5.4% | +18.9% | +22.5% |
| 3M | -12.0% | +11.4% | -23.4% | -14.7% |
| 6M | +40.1% | +141.5% | -101.4% | +7.7% |
| YTD | +33.4% | +61.2% | -27.8% | +13.7% |
| 1Y | -23.7% | +49.2% | -72.9% | -34.1% |
| 3Y | +19.0% | -9.0% | +28.0% | +17.2% |
| 5Y | -66.5% | +7.2% | -73.7% | -69.3% |
| All | -74.1% | +152.7% | -226.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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