-82.2%
MARA vs HWM
+1,487.1%
-1,569.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.3% |
| 7D | +10.1% | +7.3% | +2.8% | +5.5% |
| 30D | -15.1% | +1.6% | -16.6% | -15.9% |
| 3M | -24.1% | -21.9% | -2.2% | -13.2% |
| 6M | -45.2% | -19.0% | -26.1% | -38.6% |
| YTD | -22.2% | +7.9% | -30.1% | -27.8% |
| 1Y | -45.3% | +9.9% | -55.2% | -49.8% |
| 3Y | -23.9% | +342.1% | -366.0% | -70.7% |
| 5Y | -90.8% | +600.8% | -691.6% | -97.1% |
| All | -82.2% | +1,487.1% | -1,569.2% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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