-90.5%
MARA vs MAR
+885.1%
-975.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | -4.2% | +10.1% | +9.4% |
| 30D | +0.6% | -6.7% | +7.3% | +6.0% |
| 3M | -18.5% | -12.5% | -6.0% | -11.2% |
| 6M | +21.7% | +0.6% | +21.2% | +19.6% |
| YTD | +25.9% | +9.1% | +16.8% | +14.2% |
| 1Y | -25.1% | +26.2% | -51.4% | -39.8% |
| 3Y | -5.7% | +68.2% | -73.9% | -36.3% |
| 5Y | -73.9% | +163.9% | -237.9% | -85.7% |
| 10Y | -75.6% | +420.6% | -496.2% | -92.2% |
| All | -90.5% | +885.1% | -975.6% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling