-75.3%
MARA vs MPC
+1,167.6%
-1,242.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.2% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | +18.1% | +17.0% | +1.1% | +8.3% |
| 3M | -9.4% | +49.5% | -58.9% | -27.9% |
| 6M | +33.4% | +83.5% | -50.2% | -6.6% |
| YTD | +27.3% | +144.1% | -116.8% | -23.9% |
| 1Y | -27.9% | +119.6% | -147.5% | -54.6% |
| 3Y | +4.8% | +168.1% | -163.3% | -42.6% |
| 5Y | -68.0% | +671.3% | -739.4% | -90.3% |
| All | -75.3% | +1,167.6% | -1,242.9% | -94.4% |
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