-5.7%
MARA vs MOD
+300.6%
-306.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -4.7% |
| 7D | +6.0% | +9.6% | -3.6% | +1.2% |
| 30D | +0.6% | 0.0% | +0.6% | +0.4% |
| 3M | -18.5% | -35.4% | +16.9% | +0.1% |
| 6M | +21.7% | -7.3% | +29.0% | +22.4% |
| YTD | +25.9% | +45.8% | -19.9% | -2.5% |
| 1Y | -25.1% | +43.1% | -68.3% | -42.5% |
| All | -5.7% | +300.6% | -306.4% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling