-66.3%
MARA vs ICE
+40.4%
-106.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.5% |
| 7D | +5.9% | -2.4% | +8.3% | +9.1% |
| 30D | +24.3% | +4.0% | +20.3% | +17.7% |
| 3M | -12.0% | +13.7% | -25.7% | -27.6% |
| 6M | +40.1% | +0.9% | +39.2% | +34.7% |
| YTD | +33.4% | -2.1% | +35.5% | +29.3% |
| 1Y | -23.7% | -9.5% | -14.2% | -17.1% |
| 3Y | +19.0% | +42.1% | -23.1% | -42.5% |
| All | -66.3% | +40.4% | -106.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling