-27.9%
MARA vs M
+25.2%
-53.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -2.4% |
| 7D | -1.5% | -8.8% | +7.3% | +1.6% |
| 30D | +18.1% | -16.4% | +34.5% | +25.6% |
| 3M | -9.4% | -10.8% | +1.4% | -6.3% |
| 6M | +33.4% | +16.1% | +17.3% | +23.4% |
| YTD | +27.3% | -5.3% | +32.5% | +26.7% |
| 1Y | -27.9% | +24.9% | -52.8% | -40.5% |
| All | -27.9% | +25.2% | -53.1% | -40.5% |
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