-25.1%
MARA vs MPC
+120.1%
-145.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +6.0% | +5.4% | +0.6% | +5.4% |
| 30D | +0.6% | +31.0% | -30.3% | -3.9% |
| 3M | -18.5% | +46.0% | -64.5% | -24.2% |
| 6M | +21.7% | +77.3% | -55.6% | +3.4% |
| YTD | +25.9% | +141.9% | -116.0% | -9.7% |
| 1Y | -25.1% | +120.9% | -146.1% | -37.1% |
| All | -25.1% | +120.1% | -145.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling