-90.5%
MARA vs M
-4.4%
-86.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.5% |
| 7D | +6.0% | +4.7% | +1.3% | +4.1% |
| 30D | +0.6% | -9.6% | +10.3% | +4.4% |
| 3M | -18.5% | +0.9% | -19.4% | -19.3% |
| 6M | +21.7% | +22.3% | -0.5% | +11.3% |
| YTD | +25.9% | +6.5% | +19.4% | +20.9% |
| 1Y | -25.1% | +38.8% | -63.9% | -35.6% |
| 3Y | -5.7% | +115.9% | -121.7% | -37.4% |
| 5Y | -73.9% | +28.6% | -102.6% | -78.5% |
| 10Y | -75.6% | -2.5% | -73.1% | -83.3% |
| All | -90.5% | -4.4% | -86.1% | -93.8% |
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