-74.2%
MARA vs M
-5.5%
-68.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +2.5% |
| 7D | +13.8% | -4.1% | +17.9% | +15.6% |
| 30D | +24.7% | -13.6% | +38.3% | +31.7% |
| 3M | -10.4% | -2.3% | -8.2% | -10.5% |
| 6M | +37.6% | +21.9% | +15.7% | +25.3% |
| YTD | +32.7% | -0.6% | +33.3% | +30.6% |
| 1Y | -25.2% | +29.7% | -54.9% | -34.3% |
| 3Y | +9.3% | +107.3% | -98.0% | -27.6% |
| 5Y | -69.3% | +20.5% | -89.8% | -74.3% |
| All | -74.2% | -5.5% | -68.7% | -86.0% |
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