-45.3%
MARA vs M
+24.3%
-69.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.3% |
| 7D | +10.1% | +7.0% | +3.1% | +8.0% |
| 30D | -15.1% | +8.9% | -24.0% | -17.1% |
| 3M | -24.1% | +4.5% | -28.6% | -25.4% |
| 6M | -45.2% | +36.2% | -81.4% | -50.3% |
| YTD | -22.2% | +15.1% | -37.3% | -27.3% |
| 1Y | -45.3% | +27.4% | -72.8% | -48.1% |
| All | -45.3% | +24.3% | -69.6% | -48.1% |
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