+985.3%
MARA vs MP
+459.3%
+526.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.8% |
| 7D | +15.6% | +3.0% | +12.6% | +13.7% |
| 30D | +17.2% | +8.3% | +8.9% | +11.2% |
| 3M | -14.2% | -3.8% | -10.3% | -13.9% |
| 6M | +47.7% | -4.9% | +52.6% | +44.3% |
| YTD | +31.7% | +9.6% | +22.1% | +19.4% |
| 1Y | -22.2% | -11.7% | -10.5% | -25.2% |
| 3Y | +8.4% | +158.5% | -150.1% | -62.2% |
| 5Y | -68.3% | +68.9% | -137.2% | -83.9% |
| All | +985.3% | +459.3% | +526.0% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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