-90.5%
MARA vs MLM
+28.3%
-118.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -4.5% |
| 7D | +22.4% | -2.0% | +24.4% | +25.1% |
| 30D | -21.0% | +9.5% | -30.5% | -29.9% |
| 3M | -25.3% | -4.7% | -20.6% | -22.5% |
| 6M | -43.4% | -10.7% | -32.7% | -39.3% |
| YTD | -19.8% | -16.6% | -3.3% | -7.3% |
| 1Y | -50.0% | -15.4% | -34.7% | -43.5% |
| 3Y | -25.1% | +15.9% | -41.0% | -49.0% |
| 5Y | -90.5% | +27.1% | -117.7% | -94.4% |
| All | -90.5% | +28.3% | -118.9% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling