+37.6%
MARA vs ITW
-2.3%
+39.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.6% |
| 7D | +13.8% | -1.9% | +15.7% | +13.6% |
| 30D | +24.7% | -10.4% | +35.1% | +23.0% |
| 3M | -10.4% | +3.5% | -14.0% | -15.7% |
| 6M | +37.6% | -3.4% | +41.0% | +35.5% |
| All | +37.6% | -2.3% | +39.9% | +35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling