-91.3%
MARA vs M
-2.8%
-88.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +0.3% |
| 7D | +3.3% | +2.5% | +0.7% | +1.5% |
| 30D | -31.2% | +10.1% | -41.2% | -35.1% |
| 3M | -34.2% | -0.9% | -33.3% | -34.8% |
| 6M | -48.7% | +30.2% | -78.8% | -56.7% |
| YTD | -26.1% | +16.3% | -42.4% | -34.3% |
| 1Y | -58.2% | +27.0% | -85.1% | -64.9% |
| 3Y | -28.1% | +154.5% | -182.5% | -67.6% |
| 5Y | -91.3% | -1.1% | -90.2% | -93.3% |
| All | -91.3% | -2.8% | -88.5% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling