-79.2%
MARA vs HWM
+1,554.5%
-1,633.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +2.9% |
| 7D | +11.5% | +5.0% | +6.5% | +8.8% |
| 30D | -18.9% | +1.5% | -20.4% | -19.7% |
| 3M | -20.9% | -20.3% | -0.5% | -10.6% |
| 6M | -42.8% | -18.0% | -24.8% | -36.4% |
| YTD | -14.7% | +9.5% | -24.2% | -21.6% |
| 1Y | -47.6% | +7.5% | -55.1% | -51.2% |
| 3Y | -20.3% | +355.7% | -375.9% | -69.9% |
| 5Y | -89.2% | +610.2% | -699.4% | -96.6% |
| 10Y | -79.2% | +1,516.8% | -1,595.9% | -94.6% |
| All | -79.2% | +1,554.5% | -1,633.7% | -94.6% |
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