-74.1%
MARA vs MDT
+39.8%
-113.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.3% |
| 7D | +5.9% | -3.4% | +9.3% | +8.6% |
| 30D | +24.3% | +0.2% | +24.1% | +23.0% |
| 3M | -12.0% | +14.3% | -26.2% | -22.9% |
| 6M | +40.1% | +4.0% | +36.1% | +31.6% |
| YTD | +33.4% | -3.7% | +37.1% | +32.4% |
| 1Y | -23.7% | -0.4% | -23.4% | -26.5% |
| 3Y | +19.0% | +23.3% | -4.4% | -5.4% |
| 5Y | -66.5% | -18.9% | -47.6% | -62.5% |
| All | -74.1% | +39.8% | -113.9% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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