-22.2%
MARA vs MPC
+124.8%
-146.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.4% |
| 7D | +15.6% | +3.9% | +11.8% | +15.2% |
| 30D | +17.2% | +33.8% | -16.5% | +11.7% |
| 3M | -14.2% | +49.9% | -64.0% | -20.5% |
| 6M | +47.7% | +80.9% | -33.2% | +25.4% |
| YTD | +31.7% | +147.4% | -115.7% | -5.8% |
| 1Y | -22.2% | +123.2% | -145.4% | -35.6% |
| All | -22.2% | +124.8% | -146.9% | -35.6% |
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