-94.2%
MARA vs MMM
+282.5%
-376.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.3% |
| 7D | +10.1% | -0.4% | +10.5% | +10.5% |
| 30D | -15.1% | +12.1% | -27.2% | -22.1% |
| 3M | -24.1% | +1.4% | -25.5% | -25.4% |
| 6M | -45.2% | +26.6% | -71.8% | -54.4% |
| YTD | -22.2% | +16.8% | -39.0% | -31.6% |
| 1Y | -45.3% | +10.1% | -55.4% | -49.7% |
| 3Y | -23.9% | +158.4% | -182.3% | -62.4% |
| 5Y | -90.8% | +43.1% | -133.9% | -93.2% |
| 10Y | -81.0% | +74.2% | -155.2% | -89.4% |
| All | -94.2% | +282.5% | -376.7% | -99.2% |
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 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