-69.0%
MARA vs LTH
+152.0%
-220.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.9% |
| 7D | +13.8% | -4.0% | +17.9% | +16.8% |
| 30D | +24.7% | -1.7% | +26.4% | +25.4% |
| 3M | -10.4% | +28.0% | -38.4% | -26.0% |
| 6M | +37.6% | +54.1% | -16.4% | -1.2% |
| YTD | +32.7% | +57.1% | -24.3% | -6.2% |
| 1Y | -25.2% | +45.8% | -70.9% | -45.0% |
| 3Y | +9.3% | +157.6% | -148.3% | -50.3% |
| All | -69.0% | +152.0% | -220.9% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling