-31.3%
MARA vs MLM
+18.7%
-50.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +9.4% |
| 7D | -6.2% | -4.1% | -2.1% | -3.1% |
| 30D | -38.7% | +8.2% | -46.9% | -42.7% |
| 3M | -40.4% | -3.6% | -36.8% | -39.2% |
| 6M | -51.3% | -15.6% | -35.7% | -45.2% |
| YTD | -29.3% | -16.4% | -12.9% | -20.5% |
| 1Y | -60.2% | -14.3% | -45.9% | -56.6% |
| 3Y | -31.3% | +19.3% | -50.6% | -18.7% |
| All | -31.3% | +18.7% | -50.0% | -18.7% |
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