-68.3%
MARA vs MNST
+81.5%
-149.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.5% |
| 7D | +15.6% | -4.1% | +19.7% | +18.4% |
| 30D | +17.2% | -4.5% | +21.7% | +19.5% |
| 3M | -14.2% | -2.5% | -11.7% | -14.2% |
| 6M | +47.7% | +14.1% | +33.6% | +31.3% |
| YTD | +31.7% | +12.6% | +19.2% | +17.2% |
| 1Y | -22.2% | +36.9% | -59.1% | -41.0% |
| 3Y | +8.4% | +53.1% | -44.7% | -29.2% |
| 5Y | -68.3% | +78.2% | -146.5% | -80.0% |
| All | -68.3% | +81.5% | -149.7% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 5y: compounded portfolio wealth divided by compounded MNST 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…
5y analysis · Full analysis span regression · 6 months rolling