-23.9%
MARA vs ICE
+69.4%
-93.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.2% |
| 7D | +10.1% | +3.6% | +6.5% | +7.7% |
| 30D | -15.1% | +15.1% | -30.2% | -23.7% |
| 3M | -24.1% | +15.4% | -39.5% | -32.0% |
| 6M | -45.2% | +16.1% | -61.3% | -50.8% |
| YTD | -22.2% | +11.4% | -33.5% | -29.1% |
| 1Y | -45.3% | +18.5% | -63.8% | -54.0% |
| 3Y | -23.9% | +70.5% | -94.4% | -55.4% |
| All | -23.9% | +69.4% | -93.2% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling