-68.3%
MARA vs M
+24.8%
-93.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +6.0% |
| 7D | +15.6% | +2.4% | +13.3% | +14.1% |
| 30D | +17.2% | -11.6% | +28.9% | +24.4% |
| 3M | -14.2% | +1.6% | -15.8% | -16.0% |
| 6M | +47.7% | +25.2% | +22.5% | +28.5% |
| YTD | +31.7% | +3.8% | +28.0% | +25.8% |
| 1Y | -22.2% | +36.3% | -58.5% | -36.5% |
| 3Y | +8.4% | +116.3% | -107.9% | -44.1% |
| 5Y | -68.3% | +28.2% | -96.5% | -75.4% |
| All | -68.3% | +24.8% | -93.1% | -75.4% |
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 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