-81.1%
MARA vs MOD
+911.6%
-992.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.3% | +5.8% |
| 7D | -6.2% | -25.5% | +19.3% | +4.5% |
| 30D | -38.7% | -49.0% | +10.3% | -20.8% |
| 3M | -40.4% | -49.8% | +9.4% | -23.0% |
| 6M | -51.3% | -64.8% | +13.5% | -28.6% |
| YTD | -29.3% | -27.6% | -1.6% | -23.1% |
| 1Y | -60.2% | -35.2% | -25.0% | -55.4% |
| 3Y | -31.3% | +137.1% | -168.4% | -52.6% |
| 5Y | -90.1% | +760.3% | -850.3% | -95.6% |
| All | -81.1% | +911.6% | -992.7% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling