-67.4%
MARA vs HWM
+1,494.1%
-1,561.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +6.0% | -2.1% | +8.1% | +7.0% |
| 30D | +0.6% | -11.0% | +11.6% | +7.1% |
| 3M | -18.5% | +4.0% | -22.6% | -21.4% |
| 6M | +21.7% | -0.2% | +22.0% | +19.6% |
| YTD | +25.9% | +26.7% | -0.7% | +6.7% |
| 1Y | -25.1% | +44.7% | -69.9% | -41.6% |
| 3Y | -5.7% | +426.1% | -431.8% | -67.1% |
| 5Y | -73.9% | +738.5% | -812.5% | -92.6% |
| All | -67.4% | +1,494.1% | -1,561.5% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling