-78.9%
MARA vs HWM
+1,247.7%
-1,326.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.3% | +9.2% | +9.7% |
| 7D | +2.5% | -1.8% | +4.3% | +4.2% |
| 30D | -23.9% | -2.7% | -21.2% | -22.7% |
| 3M | -23.2% | -22.7% | -0.5% | -11.6% |
| 6M | -43.3% | -18.9% | -24.3% | -36.5% |
| YTD | -18.3% | +7.1% | -25.3% | -23.8% |
| 1Y | -52.9% | +4.7% | -57.6% | -55.4% |
| 3Y | -23.6% | +345.6% | -369.2% | -70.8% |
| 5Y | -88.7% | +588.3% | -677.0% | -96.4% |
| 10Y | -80.3% | +1,516.2% | -1,596.5% | -95.5% |
| All | -78.9% | +1,247.7% | -1,326.6% | -95.1% |
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