+8.4%
MARA vs M
+120.4%
-112.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.5% |
| 7D | +15.6% | +2.4% | +13.3% | +14.6% |
| 30D | +17.2% | -11.6% | +28.9% | +22.1% |
| 3M | -14.2% | +1.6% | -15.8% | -15.2% |
| 6M | +47.7% | +25.2% | +22.5% | +35.1% |
| YTD | +31.7% | +3.8% | +28.0% | +28.2% |
| 1Y | -22.2% | +36.3% | -58.5% | -31.5% |
| 3Y | +8.4% | +116.3% | -107.9% | -34.4% |
| All | +8.4% | +120.4% | -112.0% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling