-94.4%
MARA vs M
+4.3%
-98.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +1.4% |
| 7D | +3.3% | +2.5% | +0.7% | +2.0% |
| 30D | -31.2% | +10.1% | -41.2% | -34.1% |
| 3M | -34.2% | -0.9% | -33.3% | -34.6% |
| 6M | -48.7% | +30.2% | -78.8% | -54.5% |
| YTD | -26.1% | +16.3% | -42.4% | -31.9% |
| 1Y | -58.2% | +27.0% | -85.1% | -63.0% |
| 3Y | -28.1% | +154.5% | -182.5% | -55.5% |
| 5Y | -91.3% | -1.1% | -90.2% | -92.3% |
| 10Y | -82.1% | +0.5% | -82.6% | -88.0% |
| All | -94.4% | +4.3% | -98.8% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling