+74.2%
MARA vs MGY
+209.8%
-135.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -1.5% | +1.8% | -3.3% | -2.2% |
| 30D | +18.1% | +6.5% | +11.6% | +15.0% |
| 3M | -9.4% | +0.3% | -9.8% | -11.1% |
| 6M | +33.4% | -2.4% | +35.8% | +30.8% |
| YTD | +27.3% | +29.0% | -1.7% | +10.0% |
| 1Y | -27.9% | +17.0% | -45.0% | -35.1% |
| 3Y | +4.8% | +26.2% | -21.4% | -9.5% |
| 5Y | -68.0% | +92.3% | -160.3% | -76.1% |
| All | +74.2% | +209.8% | -135.6% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling