-79.2%
MARA vs MMM
+79.4%
-158.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +11.5% | -2.6% | +14.1% | +13.7% |
| 30D | -18.9% | +17.4% | -36.3% | -27.3% |
| 3M | -20.9% | +3.6% | -24.5% | -23.2% |
| 6M | -42.8% | +33.0% | -75.8% | -53.3% |
| YTD | -14.7% | +19.6% | -34.3% | -25.4% |
| 1Y | -47.6% | +14.0% | -61.7% | -52.6% |
| 3Y | -20.3% | +164.3% | -184.6% | -58.4% |
| 5Y | -89.2% | +49.3% | -138.5% | -92.2% |
| 10Y | -79.2% | +78.4% | -157.5% | -71.2% |
| All | -79.2% | +79.4% | -158.6% | -71.2% |
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