-90.1%
MARA vs LOW
+724.0%
-814.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.9% |
| 7D | +15.6% | +0.4% | +15.3% | +15.3% |
| 30D | +17.2% | -10.1% | +27.3% | +26.1% |
| 3M | -14.2% | -2.9% | -11.3% | -14.2% |
| 6M | +47.7% | -19.4% | +67.1% | +68.1% |
| YTD | +31.7% | -15.4% | +47.2% | +43.9% |
| 1Y | -22.2% | -24.9% | +2.8% | -8.4% |
| 3Y | +8.4% | -7.8% | +16.2% | +11.3% |
| 5Y | -68.3% | +8.4% | -76.7% | -69.2% |
| 10Y | -74.9% | +226.8% | -301.6% | -84.7% |
| All | -90.1% | +724.0% | -814.1% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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