-23.7%
MARA vs ICE
-7.7%
-16.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.6% |
| 7D | +5.9% | -2.4% | +8.3% | +6.4% |
| 30D | +24.3% | +4.0% | +20.3% | +23.6% |
| 3M | -12.0% | +13.7% | -25.7% | -12.7% |
| 6M | +40.1% | +0.9% | +39.2% | +45.5% |
| YTD | +33.4% | -2.1% | +35.5% | +37.9% |
| 1Y | -23.7% | -9.5% | -14.2% | -23.5% |
| All | -23.7% | -7.7% | -16.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling