-82.1%
MARA vs MPC
+1,165.8%
-1,247.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +2.2% |
| 7D | +3.3% | -9.4% | +12.7% | +8.6% |
| 30D | -31.2% | -14.3% | -16.9% | -26.1% |
| 3M | -34.2% | +31.1% | -65.3% | -44.3% |
| 6M | -48.7% | +60.3% | -109.0% | -61.4% |
| YTD | -26.1% | +142.5% | -168.6% | -56.5% |
| 1Y | -58.2% | +104.6% | -162.7% | -73.0% |
| 3Y | -28.1% | +191.7% | -219.8% | -63.1% |
| 5Y | -91.3% | +549.2% | -640.5% | -97.2% |
| 10Y | -82.1% | +1,106.2% | -1,188.3% | -96.3% |
| All | -82.1% | +1,165.8% | -1,247.9% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling