-58.7%
MARA vs MCO
+9.9%
-68.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -8.9% | -4.6% |
| 7D | -6.5% | +10.7% | -17.2% | -7.9% |
| 30D | -38.5% | +17.9% | -56.4% | -40.2% |
| 3M | -41.5% | +9.5% | -51.0% | -42.3% |
| 6M | -41.9% | +18.1% | -60.0% | -44.4% |
| YTD | -23.5% | +4.1% | -27.6% | -26.6% |
| 1Y | -58.7% | +9.3% | -68.0% | -61.0% |
| All | -58.7% | +9.9% | -68.6% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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