-90.0%
MARA vs INDA
+150.1%
-240.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.6% |
| 7D | +13.8% | -2.6% | +16.5% | +16.8% |
| 30D | +24.7% | -2.9% | +27.6% | +28.5% |
| 3M | -10.4% | +2.4% | -12.8% | -12.4% |
| 6M | +37.6% | -2.6% | +40.3% | +42.2% |
| YTD | +32.7% | -10.0% | +42.7% | +48.1% |
| 1Y | -25.2% | -7.7% | -17.5% | -18.8% |
| 3Y | +9.3% | +8.9% | +0.4% | +2.6% |
| 5Y | -69.3% | +6.0% | -75.3% | -68.0% |
| 10Y | -73.6% | +84.4% | -158.0% | -80.8% |
| All | -90.0% | +150.1% | -240.2% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling