-25.1%
MARA vs MMM
+12.8%
-37.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | -3.3% | +9.3% | +7.8% |
| 30D | +0.6% | -7.0% | +7.6% | +4.4% |
| 3M | -18.5% | +10.8% | -29.3% | -24.2% |
| 6M | +21.7% | +5.8% | +16.0% | +16.0% |
| YTD | +25.9% | +6.8% | +19.2% | +20.4% |
| 1Y | -25.1% | +10.4% | -35.5% | -29.9% |
| All | -25.1% | +12.8% | -37.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling