-90.0%
MARA vs MKTX
+468.0%
-557.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +5.9% | -0.2% | +6.2% | +6.0% |
| 30D | +24.3% | +0.7% | +23.5% | +23.9% |
| 3M | -12.0% | +40.8% | -52.8% | -24.7% |
| 6M | +40.1% | -8.0% | +48.1% | +43.4% |
| YTD | +33.4% | -8.7% | +42.1% | +36.4% |
| 1Y | -23.7% | -11.8% | -11.9% | -21.6% |
| 3Y | +19.0% | -24.0% | +43.0% | +23.8% |
| 5Y | -66.5% | -60.3% | -6.2% | -53.6% |
| 10Y | -73.4% | +5.0% | -78.4% | -71.3% |
| All | -90.0% | +468.0% | -557.9% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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