-68.0%
MARA vs MAR
+151.1%
-219.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.2% |
| 7D | -1.5% | -2.1% | +0.6% | +0.8% |
| 30D | +18.1% | -5.7% | +23.7% | +26.0% |
| 3M | -9.4% | -14.6% | +5.2% | +6.6% |
| 6M | +33.4% | +1.3% | +32.0% | +25.6% |
| YTD | +27.3% | +6.7% | +20.6% | +8.2% |
| 1Y | -27.9% | +26.4% | -54.4% | -52.2% |
| 3Y | +4.8% | +64.7% | -60.0% | -50.7% |
| 5Y | -68.0% | +153.1% | -221.1% | -89.8% |
| All | -68.0% | +151.1% | -219.1% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling