+19.0%
MARA vs MCO
+42.6%
-23.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.7% |
| 7D | +5.9% | -3.8% | +9.7% | +8.7% |
| 30D | +24.3% | -0.4% | +24.7% | +24.2% |
| 3M | -12.0% | +7.7% | -19.7% | -18.5% |
| 6M | +40.1% | +7.0% | +33.1% | +29.3% |
| YTD | +33.4% | -6.4% | +39.8% | +36.6% |
| 1Y | -23.7% | -7.6% | -16.1% | -21.6% |
| 3Y | +19.0% | +43.2% | -24.3% | -24.6% |
| All | +19.0% | +42.6% | -23.6% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling