-58.7%
MARA vs M
+36.6%
-95.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.6% | -11.7% | -6.2% |
| 7D | -6.5% | +8.3% | -14.8% | -8.9% |
| 30D | -38.5% | +14.2% | -52.7% | -41.1% |
| 3M | -41.5% | -1.1% | -40.4% | -41.3% |
| 6M | -41.9% | +36.6% | -78.5% | -48.3% |
| YTD | -23.5% | +19.8% | -43.3% | -29.9% |
| 1Y | -58.7% | +37.2% | -95.8% | -64.8% |
| All | -58.7% | +36.6% | -95.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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