-74.1%
MARA vs MCO
+393.6%
-467.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.3% |
| 7D | +5.9% | -3.8% | +9.7% | +9.6% |
| 30D | +24.3% | -0.4% | +24.7% | +24.2% |
| 3M | -12.0% | +7.7% | -19.7% | -19.9% |
| 6M | +40.1% | +7.0% | +33.1% | +27.1% |
| YTD | +33.4% | -6.4% | +39.8% | +35.5% |
| 1Y | -23.7% | -7.6% | -16.1% | -22.4% |
| 3Y | +19.0% | +43.2% | -24.3% | -21.7% |
| 5Y | -66.5% | +29.6% | -96.0% | -74.7% |
| All | -74.1% | +393.6% | -467.7% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling