-75.3%
MARA vs M
-10.0%
-65.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -2.2% |
| 7D | -1.5% | -8.8% | +7.3% | +2.1% |
| 30D | +18.1% | -16.4% | +34.5% | +26.4% |
| 3M | -9.4% | -10.8% | +1.4% | -5.9% |
| 6M | +33.4% | +16.1% | +17.3% | +23.9% |
| YTD | +27.3% | -5.3% | +32.5% | +27.8% |
| 1Y | -27.9% | +24.9% | -52.8% | -35.8% |
| 3Y | +4.8% | +97.5% | -92.8% | -29.2% |
| 5Y | -68.0% | +20.4% | -88.4% | -73.1% |
| All | -75.3% | -10.0% | -65.3% | -86.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling