-23.9%
MARA vs MP
+161.0%
-184.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -4.1% |
| 7D | +10.1% | +9.5% | +0.6% | +6.4% |
| 30D | -15.1% | -3.0% | -12.1% | -14.1% |
| 3M | -24.1% | -30.4% | +6.3% | -14.6% |
| 6M | -45.2% | -39.2% | -6.0% | -36.4% |
| YTD | -22.2% | -23.3% | +1.1% | -16.2% |
| 1Y | -45.3% | -32.6% | -12.7% | -39.0% |
| 3Y | -23.9% | +159.3% | -183.1% | -61.8% |
| All | -23.9% | +161.0% | -184.9% | -61.8% |
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 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