-90.0%
MARA vs MO
+402.8%
-492.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +13.8% | -2.4% | +16.2% | +14.6% |
| 30D | +24.7% | +3.6% | +21.1% | +23.2% |
| 3M | -10.4% | -3.7% | -6.7% | -10.9% |
| 6M | +37.6% | +4.5% | +33.1% | +32.4% |
| YTD | +32.7% | +21.5% | +11.2% | +21.1% |
| 1Y | -25.2% | +9.5% | -34.7% | -29.5% |
| 3Y | +9.3% | +93.6% | -84.3% | -18.8% |
| 5Y | -69.3% | +97.5% | -166.8% | -77.5% |
| 10Y | -73.6% | +111.2% | -184.7% | -83.1% |
| All | -90.0% | +402.8% | -492.9% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling