-50.0%
MARA vs MPC
+110.3%
-160.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -6.2% |
| 7D | +22.4% | +9.4% | +13.0% | +21.6% |
| 30D | -21.0% | -13.4% | -7.5% | -21.0% |
| 3M | -25.3% | +18.9% | -44.2% | -27.2% |
| 6M | -43.4% | +64.9% | -108.3% | -48.6% |
| YTD | -19.8% | +156.8% | -176.6% | -45.6% |
| 1Y | -50.0% | +113.2% | -163.2% | -63.1% |
| All | -50.0% | +110.3% | -160.3% | -63.1% |
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