-23.2%
MARA vs MMM
+3.7%
-27.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.1% | +10.5% |
| 7D | +2.5% | +7.0% | -4.4% | +3.0% |
| 30D | -23.9% | +18.4% | -42.3% | -27.4% |
| 3M | -23.2% | +4.5% | -27.7% | -26.6% |
| All | -23.2% | +3.7% | -27.0% | -26.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling