+13.5%
MARA vs INDA
+6.8%
+6.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -2.5% |
| 7D | -1.5% | -3.6% | +2.2% | +3.5% |
| 30D | +18.1% | -4.0% | +22.0% | +24.8% |
| 3M | -9.4% | +1.7% | -11.1% | -11.3% |
| 6M | +33.4% | -3.6% | +37.0% | +40.7% |
| YTD | +27.3% | -11.0% | +38.3% | +49.3% |
| 1Y | -27.9% | -9.5% | -18.4% | -18.0% |
| All | +13.5% | +6.8% | +6.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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