-66.3%
MARA vs MDT
-19.5%
-46.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.4% |
| 7D | +5.9% | -3.4% | +9.3% | +8.7% |
| 30D | +24.3% | +0.2% | +24.1% | +22.9% |
| 3M | -12.0% | +14.3% | -26.2% | -24.0% |
| 6M | +40.1% | +4.0% | +36.1% | +31.6% |
| YTD | +33.4% | -3.7% | +37.1% | +33.6% |
| 1Y | -23.7% | -0.4% | -23.4% | -26.3% |
| 3Y | +19.0% | +23.3% | -4.4% | -11.5% |
| All | -66.3% | -19.5% | -46.8% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling