-90.5%
MARA vs MMM
+249.6%
-340.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | -3.3% | +9.3% | +8.5% |
| 30D | +0.6% | -7.0% | +7.6% | +5.7% |
| 3M | -18.5% | +10.8% | -29.3% | -24.9% |
| 6M | +21.7% | +5.8% | +16.0% | +15.7% |
| YTD | +25.9% | +6.8% | +19.2% | +18.7% |
| 1Y | -25.1% | +10.4% | -35.5% | -31.4% |
| 3Y | -5.7% | +104.7% | -110.4% | -44.8% |
| 5Y | -73.9% | +23.6% | -97.5% | -78.6% |
| 10Y | -75.6% | +54.1% | -129.7% | -85.0% |
| All | -90.5% | +249.6% | -340.1% | -98.6% |
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 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