-25.1%
MARA vs MO
+10.1%
-35.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -3.0% |
| 7D | +6.0% | +0.3% | +5.7% | +6.2% |
| 30D | +0.6% | +0.6% | 0.0% | +1.3% |
| 3M | -18.5% | -1.0% | -17.5% | -19.7% |
| 6M | +21.7% | +4.3% | +17.4% | +17.8% |
| YTD | +25.9% | +23.3% | +2.7% | +24.5% |
| 1Y | -25.1% | +10.5% | -35.6% | -30.1% |
| All | -25.1% | +10.1% | -35.2% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling