-68.3%
MARA vs HWM
+655.8%
-724.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.7% | +15.3% | +14.4% |
| 7D | +15.6% | -9.2% | +24.8% | +24.7% |
| 30D | +17.2% | -17.9% | +35.1% | +36.2% |
| 3M | -14.2% | -6.0% | -8.1% | -12.4% |
| 6M | +47.7% | -7.4% | +55.0% | +49.1% |
| YTD | +31.7% | +13.1% | +18.6% | +8.7% |
| 1Y | -22.2% | +29.3% | -51.5% | -44.0% |
| 3Y | +8.4% | +389.9% | -381.5% | -84.7% |
| 5Y | -68.3% | +655.5% | -723.8% | -97.1% |
| All | -68.3% | +655.8% | -724.1% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling