-90.1%
MARA vs MDY
+362.5%
-452.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.8% |
| 7D | +15.6% | +1.0% | +14.6% | +13.6% |
| 30D | +17.2% | -3.1% | +20.4% | +24.3% |
| 3M | -14.2% | +1.8% | -16.0% | -16.1% |
| 6M | +47.7% | +10.8% | +36.9% | +25.8% |
| YTD | +31.7% | +14.4% | +17.3% | +7.8% |
| 1Y | -22.2% | +15.2% | -37.4% | -36.3% |
| 3Y | +8.4% | +51.2% | -42.8% | -36.4% |
| 5Y | -68.3% | +47.2% | -115.5% | -76.3% |
| 10Y | -74.9% | +171.1% | -246.0% | -89.6% |
| All | -90.1% | +362.5% | -452.6% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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