-93.9%
MARA vs MMM
+292.7%
-386.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.1% | +10.3% |
| 7D | +2.5% | +7.0% | -4.4% | -2.6% |
| 30D | -23.9% | +18.4% | -42.3% | -32.9% |
| 3M | -23.2% | +4.5% | -27.7% | -26.1% |
| 6M | -43.3% | +33.4% | -76.7% | -54.6% |
| YTD | -18.3% | +20.0% | -38.2% | -29.5% |
| 1Y | -52.9% | +15.0% | -67.9% | -58.0% |
| 3Y | -23.6% | +165.0% | -188.6% | -63.0% |
| 5Y | -88.7% | +47.9% | -136.6% | -91.8% |
| 10Y | -80.3% | +79.6% | -159.9% | -89.3% |
| All | -93.9% | +292.7% | -386.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling