-74.1%
MARA vs JCI
+348.5%
-422.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +2.5% |
| 7D | +5.9% | +0.7% | +5.2% | +5.2% |
| 30D | +24.3% | -4.4% | +28.7% | +29.8% |
| 3M | -12.0% | +1.7% | -13.6% | -14.3% |
| 6M | +40.1% | +8.8% | +31.3% | +25.1% |
| YTD | +33.4% | +22.6% | +10.8% | +4.1% |
| 1Y | -23.7% | +36.2% | -60.0% | -46.7% |
| 3Y | +19.0% | +168.0% | -149.0% | -58.2% |
| 5Y | -66.5% | +113.5% | -179.9% | -84.9% |
| All | -74.1% | +348.5% | -422.6% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling