-90.0%
MARA vs ITW
+544.5%
-634.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +2.3% |
| 7D | +13.8% | -1.9% | +15.7% | +15.9% |
| 30D | +24.7% | -10.4% | +35.1% | +37.3% |
| 3M | -10.4% | +3.5% | -14.0% | -14.9% |
| 6M | +37.6% | -3.4% | +41.0% | +38.7% |
| YTD | +32.7% | +8.5% | +24.2% | +19.6% |
| 1Y | -25.2% | +3.2% | -28.4% | -30.0% |
| 3Y | +9.3% | +18.9% | -9.6% | -6.1% |
| 5Y | -69.3% | +35.0% | -104.4% | -75.3% |
| 10Y | -73.6% | +188.6% | -262.2% | -87.8% |
| All | -90.0% | +544.5% | -634.5% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling