-16.6%
MARA vs MLM
+18.0%
-34.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +5.0% |
| 7D | +11.5% | -5.8% | +17.3% | +17.2% |
| 30D | -18.9% | +9.8% | -28.7% | -25.1% |
| 3M | -20.9% | -5.2% | -15.7% | -18.0% |
| 6M | -42.8% | -10.3% | -32.5% | -39.4% |
| YTD | -14.7% | -15.5% | +0.8% | -5.0% |
| 1Y | -47.6% | -15.0% | -32.6% | -42.0% |
| All | -16.6% | +18.0% | -34.6% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling