-74.1%
MARA vs MAR
+450.9%
-525.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.5% |
| 7D | +5.9% | -0.5% | +6.5% | +6.3% |
| 30D | +24.3% | -5.4% | +29.7% | +29.5% |
| 3M | -12.0% | -15.5% | +3.5% | -1.3% |
| 6M | +40.1% | +3.0% | +37.2% | +34.7% |
| YTD | +33.4% | +8.5% | +24.9% | +21.0% |
| 1Y | -23.7% | +26.0% | -49.7% | -38.9% |
| 3Y | +19.0% | +68.6% | -49.6% | -20.4% |
| 5Y | -66.5% | +157.4% | -223.9% | -81.5% |
| All | -74.1% | +450.9% | -525.0% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling