-66.3%
MARA vs ITW
+36.9%
-103.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.3% |
| 7D | +5.9% | -0.7% | +6.6% | +6.9% |
| 30D | +24.3% | -8.3% | +32.6% | +39.2% |
| 3M | -12.0% | +6.0% | -18.0% | -22.1% |
| 6M | +40.1% | 0.0% | +40.1% | +33.6% |
| YTD | +33.4% | +10.2% | +23.2% | +8.4% |
| 1Y | -23.7% | +3.2% | -27.0% | -32.5% |
| 3Y | +19.0% | +21.0% | -2.0% | -15.9% |
| All | -66.3% | +36.9% | -103.2% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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