-74.1%
MARA vs MO
+114.7%
-188.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +24.3% | +7.1% | +17.1% | +22.2% |
| 3M | -12.0% | -2.0% | -10.0% | -12.7% |
| 6M | +40.1% | +7.3% | +32.8% | +34.5% |
| YTD | +33.4% | +23.5% | +10.0% | +22.7% |
| 1Y | -23.7% | +11.0% | -34.7% | -27.9% |
| 3Y | +19.0% | +95.0% | -76.0% | -9.0% |
| 5Y | -66.5% | +100.6% | -167.1% | -74.6% |
| All | -74.1% | +114.7% | -188.8% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling