-23.7%
MARA vs LNG
+19.2%
-42.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +5.9% | -4.7% | +10.6% | +5.4% |
| 30D | +24.3% | +3.8% | +20.5% | +24.2% |
| 3M | -12.0% | +16.2% | -28.1% | -12.2% |
| 6M | +40.1% | +11.7% | +28.4% | +35.3% |
| YTD | +33.4% | +44.2% | -10.8% | +8.5% |
| 1Y | -23.7% | +18.6% | -42.3% | -36.6% |
| All | -23.7% | +19.2% | -42.9% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling