+19.0%
MARA vs IT
-49.4%
+68.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.3% | -0.4% | +3.5% |
| 7D | +5.9% | -3.7% | +9.6% | +6.7% |
| 30D | +24.3% | +0.1% | +24.2% | +24.0% |
| 3M | -12.0% | +20.7% | -32.7% | -18.9% |
| 6M | +40.1% | +12.0% | +28.1% | +32.0% |
| YTD | +33.4% | -28.8% | +62.2% | +50.5% |
| 1Y | -23.7% | -25.5% | +1.8% | -16.7% |
| 3Y | +19.0% | -48.8% | +67.7% | +116.6% |
| All | +19.0% | -49.4% | +68.4% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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