-87.0%
MARA vs MOD
+828.3%
-915.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.7% |
| 7D | +22.4% | +16.1% | +6.4% | +13.3% |
| 30D | -21.0% | -38.5% | +17.6% | +0.3% |
| 3M | -25.3% | -46.8% | +21.5% | +0.9% |
| 6M | -43.4% | -61.6% | +18.2% | -11.4% |
| YTD | -19.8% | -20.5% | +0.7% | -17.4% |
| 1Y | -50.0% | -28.0% | -22.0% | -46.8% |
| 3Y | -25.1% | +134.9% | -160.0% | -62.2% |
| All | -87.0% | +828.3% | -915.3% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling