+82.6%
MARA vs MGY
+210.4%
-127.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | +3.5% | +2.4% | +4.4% |
| 30D | +24.3% | +5.3% | +19.0% | +21.6% |
| 3M | -12.0% | +2.6% | -14.6% | -14.4% |
| 6M | +40.1% | -3.3% | +43.4% | +38.0% |
| YTD | +33.4% | +29.2% | +4.2% | +15.2% |
| 1Y | -23.7% | +18.0% | -41.8% | -31.6% |
| 3Y | +19.0% | +30.0% | -11.0% | +1.3% |
| 5Y | -66.5% | +92.7% | -159.2% | -75.0% |
| All | +82.6% | +210.4% | -127.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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