-55.0%
MARA vs MNDY
-53.2%
-1.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +2.1% |
| 7D | +13.8% | -14.1% | +28.0% | +21.2% |
| 30D | +24.7% | -8.5% | +33.2% | +27.6% |
| 3M | -10.4% | -2.5% | -7.9% | -13.3% |
| 6M | +37.6% | +0.1% | +37.6% | +27.9% |
| YTD | +32.7% | -45.0% | +77.8% | +59.6% |
| 1Y | -25.2% | -58.1% | +32.9% | +1.5% |
| 3Y | +9.3% | -52.6% | +61.9% | +16.7% |
| 5Y | -69.3% | -79.3% | +9.9% | -61.1% |
| All | -55.0% | -53.2% | -1.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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