-58.7%
MARA vs MPC
+122.9%
-181.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.1% | +4.1% | -4.0% |
| 7D | -6.5% | -10.9% | +4.4% | -6.5% |
| 30D | -38.5% | -9.4% | -29.1% | -38.6% |
| 3M | -41.5% | +26.0% | -67.5% | -43.3% |
| 6M | -41.9% | +56.5% | -98.4% | -46.3% |
| YTD | -23.5% | +144.3% | -167.8% | -43.1% |
| 1Y | -58.7% | +117.2% | -175.9% | -69.1% |
| All | -58.7% | +122.9% | -181.6% | -69.1% |
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