-90.5%
MARA vs IT
+325.3%
-415.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | +0.1% |
| 7D | +6.0% | -6.0% | +12.0% | +10.0% |
| 30D | +0.6% | 0.0% | +0.6% | +0.1% |
| 3M | -18.5% | +13.1% | -31.6% | -29.3% |
| 6M | +21.7% | +11.7% | +10.0% | +4.4% |
| YTD | +25.9% | -26.1% | +52.1% | +38.4% |
| 1Y | -25.1% | -21.3% | -3.9% | -22.8% |
| 3Y | -5.7% | -46.7% | +41.0% | +24.1% |
| 5Y | -73.9% | -40.5% | -33.4% | -66.8% |
| 10Y | -75.6% | +103.9% | -179.5% | -84.7% |
| All | -90.5% | +325.3% | -415.9% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling