-80.3%
MARA vs M
-3.0%
-77.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.5% | +10.0% | +10.3% |
| 7D | +2.5% | +5.0% | -2.5% | +0.3% |
| 30D | -23.9% | +10.6% | -34.6% | -27.4% |
| 3M | -23.2% | +1.6% | -24.8% | -24.5% |
| 6M | -43.3% | +30.8% | -74.1% | -50.0% |
| YTD | -18.3% | +16.9% | -35.2% | -25.1% |
| 1Y | -52.9% | +26.3% | -79.1% | -58.4% |
| 3Y | -23.6% | +158.6% | -182.2% | -54.1% |
| 5Y | -88.7% | +2.1% | -90.8% | -90.2% |
| 10Y | -80.3% | -4.3% | -76.0% | -90.6% |
| All | -80.3% | -3.0% | -77.3% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling