-31.3%
MARA vs MP
+114.3%
-145.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.0% | +6.3% |
| 7D | -6.2% | -10.5% | +4.3% | -2.3% |
| 30D | -38.7% | -23.5% | -15.2% | -32.5% |
| 3M | -40.4% | -25.4% | -14.9% | -34.6% |
| 6M | -51.3% | -51.3% | 0.0% | -39.0% |
| YTD | -29.3% | -29.9% | +0.6% | -21.3% |
| 1Y | -60.2% | -31.8% | -28.4% | -55.6% |
| 3Y | -31.3% | +127.0% | -158.3% | -62.2% |
| All | -31.3% | +114.3% | -145.6% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling