-45.2%
MARA vs M
+30.0%
-75.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.5% | +10.0% | +10.4% |
| 7D | +2.5% | +5.0% | -2.5% | +1.6% |
| 30D | -23.9% | +10.6% | -34.6% | -25.9% |
| 3M | -23.2% | +1.6% | -24.8% | -23.4% |
| All | -45.2% | +30.0% | -75.2% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling