-93.6%
MARA vs M
+3.9%
-97.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.7% |
| 7D | +11.5% | -3.3% | +14.8% | +13.1% |
| 30D | -18.9% | +8.1% | -26.9% | -21.7% |
| 3M | -20.9% | +2.2% | -23.1% | -22.3% |
| 6M | -42.8% | +35.1% | -77.9% | -50.0% |
| YTD | -14.7% | +15.8% | -30.5% | -21.3% |
| 1Y | -47.6% | +25.8% | -73.5% | -53.5% |
| 3Y | -20.3% | +156.2% | -176.5% | -50.9% |
| 5Y | -89.2% | -2.4% | -86.8% | -90.4% |
| 10Y | -79.2% | -7.1% | -72.1% | -85.8% |
| All | -93.6% | +3.9% | -97.5% | -96.0% |
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