-51.3%
MARA vs MOD
-65.0%
+13.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.3% | +4.8% |
| 7D | -6.2% | -25.5% | +19.3% | +8.6% |
| 30D | -38.7% | -49.0% | +10.3% | -12.4% |
| 3M | -40.4% | -49.8% | +9.4% | -15.1% |
| 6M | -51.3% | -64.8% | +13.5% | -19.2% |
| All | -51.3% | -65.0% | +13.7% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling