-74.1%
MARA vs ICE
+220.6%
-294.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.7% |
| 7D | +5.9% | -2.4% | +8.3% | +8.6% |
| 30D | +24.3% | +4.0% | +20.3% | +18.8% |
| 3M | -12.0% | +13.7% | -25.7% | -25.2% |
| 6M | +40.1% | +0.9% | +39.2% | +35.2% |
| YTD | +33.4% | -2.1% | +35.5% | +30.4% |
| 1Y | -23.7% | -9.5% | -14.2% | -18.9% |
| 3Y | +19.0% | +42.1% | -23.1% | -25.3% |
| 5Y | -66.5% | +41.4% | -107.9% | -77.4% |
| All | -74.1% | +220.6% | -294.7% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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