-90.0%
MARA vs LNG
+1,631.5%
-1,721.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +13.8% | -6.7% | +20.6% | +17.3% |
| 30D | +24.7% | +3.9% | +20.8% | +21.7% |
| 3M | -10.4% | +15.5% | -26.0% | -17.9% |
| 6M | +37.6% | +10.5% | +27.1% | +26.8% |
| YTD | +32.7% | +43.0% | -10.2% | +7.6% |
| 1Y | -25.2% | +18.9% | -44.0% | -33.6% |
| 3Y | +9.3% | +74.7% | -65.4% | -20.7% |
| 5Y | -69.3% | +231.2% | -300.6% | -83.3% |
| 10Y | -73.6% | +544.5% | -618.1% | -89.6% |
| All | -90.0% | +1,631.5% | -1,721.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling