-58.7%
MARA vs MAR
+62.0%
-120.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.4% |
| 7D | -6.5% | +7.7% | -14.3% | -7.8% |
| 30D | -38.5% | +19.4% | -57.9% | -40.4% |
| 3M | -41.5% | +23.3% | -64.9% | -43.8% |
| 6M | -41.9% | +22.8% | -64.8% | -44.9% |
| YTD | -23.5% | +37.8% | -61.3% | -29.8% |
| 1Y | -58.7% | +57.4% | -116.0% | -65.6% |
| All | -58.7% | +62.0% | -120.7% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling