-82.2%
MARA vs MOD
+1,079.7%
-1,161.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +27.9% | -30.8% | -13.5% |
| 7D | +10.1% | +40.4% | -30.3% | -5.6% |
| 30D | -15.1% | -14.0% | -1.1% | -12.3% |
| 3M | -24.1% | -33.3% | +9.2% | -14.0% |
| 6M | -45.2% | -51.4% | +6.2% | -30.6% |
| YTD | -22.2% | +1.6% | -23.8% | -27.4% |
| 1Y | -45.3% | +5.4% | -50.7% | -50.3% |
| 3Y | -23.9% | +191.0% | -214.8% | -53.0% |
| 5Y | -90.8% | +1,093.1% | -1,183.9% | -96.5% |
| All | -82.2% | +1,079.7% | -1,161.8% | -94.3% |
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