-90.0%
MARA vs MCK
+982.7%
-1,072.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -2.9% | +8.8% | +6.8% |
| 30D | +24.3% | +0.4% | +23.9% | +23.9% |
| 3M | -12.0% | +12.1% | -24.1% | -16.2% |
| 6M | +40.1% | -5.4% | +45.6% | +40.4% |
| YTD | +33.4% | +7.8% | +25.6% | +25.4% |
| 1Y | -23.7% | +22.9% | -46.7% | -32.4% |
| 3Y | +19.0% | +110.7% | -91.8% | -21.8% |
| 5Y | -66.5% | +346.2% | -412.7% | -84.5% |
| 10Y | -73.4% | +440.1% | -513.6% | -89.4% |
| All | -90.0% | +982.7% | -1,072.6% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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