-90.5%
MARA vs MOD
+2,603.6%
-2,694.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -4.1% |
| 7D | +6.0% | +9.6% | -3.6% | +2.5% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | -18.5% | -35.4% | +16.9% | -5.0% |
| 6M | +21.7% | -7.3% | +29.0% | +23.3% |
| YTD | +25.9% | +45.8% | -19.9% | +6.6% |
| 1Y | -25.1% | +43.1% | -68.3% | -36.7% |
| 3Y | -5.7% | +297.7% | -303.4% | -45.3% |
| 5Y | -73.9% | +1,478.8% | -1,552.7% | -90.3% |
| 10Y | -75.6% | +1,633.4% | -1,709.0% | -92.8% |
| All | -90.5% | +2,603.6% | -2,694.2% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling