-73.6%
MARA vs MMM
+51.9%
-125.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +2.0% |
| 7D | +13.8% | -2.6% | +16.4% | +15.7% |
| 30D | +24.7% | -9.3% | +34.0% | +32.6% |
| 3M | -10.4% | +5.6% | -16.0% | -14.3% |
| 6M | +37.6% | +9.5% | +28.2% | +28.2% |
| YTD | +32.7% | +4.1% | +28.6% | +27.7% |
| 1Y | -25.2% | +9.4% | -34.5% | -30.5% |
| 3Y | +9.3% | +101.0% | -91.7% | -31.6% |
| 5Y | -69.3% | +26.1% | -95.5% | -75.3% |
| 10Y | -73.6% | +54.7% | -128.3% | -73.1% |
| All | -73.6% | +51.9% | -125.5% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling