-94.7%
MARA vs MNST
+721.3%
-816.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.4% | +12.4% | +9.8% |
| 7D | -6.2% | -3.4% | -2.8% | -5.1% |
| 30D | -38.7% | +6.6% | -45.3% | -40.8% |
| 3M | -40.4% | -2.9% | -37.5% | -40.3% |
| 6M | -51.3% | +18.4% | -69.7% | -55.8% |
| YTD | -29.3% | +19.3% | -48.6% | -36.3% |
| 1Y | -60.2% | +37.9% | -98.1% | -66.5% |
| 3Y | -31.3% | +62.9% | -94.2% | -48.1% |
| 5Y | -90.1% | +99.6% | -189.6% | -93.0% |
| 10Y | -81.2% | +305.7% | -386.9% | -88.1% |
| All | -94.7% | +721.3% | -816.0% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling