-75.0%
MARA vs MLM
+206.1%
-281.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.4% |
| 7D | +6.0% | -2.9% | +8.9% | +8.3% |
| 30D | +0.6% | -6.8% | +7.4% | +5.9% |
| 3M | -18.5% | -11.2% | -7.3% | -12.7% |
| 6M | +21.7% | -21.8% | +43.6% | +44.5% |
| YTD | +25.9% | -17.0% | +42.9% | +41.9% |
| 1Y | -25.1% | -16.4% | -8.8% | -16.2% |
| 3Y | -5.7% | +14.5% | -20.2% | -16.6% |
| 5Y | -73.9% | +41.7% | -115.7% | -78.7% |
| All | -75.0% | +206.1% | -281.2% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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