-65.7%
MARA vs HWM
+1,330.2%
-1,395.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +13.8% | -8.0% | +21.9% | +19.0% |
| 30D | +24.7% | -18.0% | +42.7% | +38.3% |
| 3M | -10.4% | -9.5% | -0.9% | -6.2% |
| 6M | +37.6% | -8.4% | +46.0% | +41.0% |
| YTD | +32.7% | +13.6% | +19.1% | +19.2% |
| 1Y | -25.2% | +30.2% | -55.4% | -38.2% |
| 3Y | +9.3% | +392.2% | -383.0% | -60.6% |
| 5Y | -69.3% | +645.2% | -714.5% | -90.7% |
| All | -65.7% | +1,330.2% | -1,395.9% | -92.3% |
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