-25.2%
MARA vs MMM
+8.6%
-33.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.7% |
| 7D | +13.8% | -2.6% | +16.4% | +15.3% |
| 30D | +24.7% | -9.3% | +34.0% | +30.9% |
| 3M | -10.4% | +5.6% | -16.0% | -14.4% |
| 6M | +37.6% | +9.5% | +28.2% | +27.1% |
| YTD | +32.7% | +4.1% | +28.6% | +28.3% |
| 1Y | -25.2% | +9.4% | -34.5% | -28.4% |
| All | -25.2% | +8.6% | -33.8% | -28.4% |
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