-58.7%
MARA vs MOD
-33.0%
-25.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.4% | +17.4% | +4.7% |
| 7D | -6.5% | -31.3% | +24.8% | +8.2% |
| 30D | -38.5% | -46.1% | +7.6% | -21.4% |
| 3M | -41.5% | -51.1% | +9.6% | -22.8% |
| 6M | -41.9% | -62.1% | +20.1% | -16.9% |
| YTD | -23.5% | -26.2% | +2.7% | -7.6% |
| 1Y | -58.7% | -32.6% | -26.1% | -50.8% |
| All | -58.7% | -33.0% | -25.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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