-90.5%
MARA vs MDT
+247.5%
-338.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.4% |
| 7D | +6.0% | +3.2% | +2.8% | +3.5% |
| 30D | +0.6% | +9.5% | -8.9% | -7.0% |
| 3M | -18.5% | +16.0% | -34.5% | -29.3% |
| 6M | +21.7% | +0.2% | +21.5% | +18.3% |
| YTD | +25.9% | -0.3% | +26.2% | +21.7% |
| 1Y | -25.1% | +4.7% | -29.9% | -30.6% |
| 3Y | -5.7% | +26.5% | -32.3% | -26.4% |
| 5Y | -73.9% | -18.2% | -55.8% | -70.8% |
| 10Y | -75.6% | +40.0% | -115.6% | -82.0% |
| All | -90.5% | +247.5% | -338.0% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling