-74.1%
MARA vs LNG
+562.2%
-636.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | -4.7% | +10.6% | +8.7% |
| 30D | +24.3% | +3.8% | +20.5% | +20.5% |
| 3M | -12.0% | +16.2% | -28.1% | -21.6% |
| 6M | +40.1% | +11.7% | +28.4% | +24.9% |
| YTD | +33.4% | +44.2% | -10.8% | +0.5% |
| 1Y | -23.7% | +18.6% | -42.3% | -34.8% |
| 3Y | +19.0% | +77.4% | -58.4% | -23.9% |
| 5Y | -66.5% | +232.3% | -298.7% | -85.8% |
| All | -74.1% | +562.2% | -636.3% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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