-57.4%
MARA vs MPC
+105.0%
-162.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +4.2% |
| 7D | +3.3% | -9.4% | +12.7% | +3.5% |
| 30D | -31.2% | -14.3% | -16.9% | -31.1% |
| 3M | -34.2% | +31.1% | -65.3% | -37.1% |
| 6M | -48.7% | +60.3% | -109.0% | -53.3% |
| YTD | -26.1% | +142.5% | -168.6% | -48.1% |
| All | -57.4% | +105.0% | -162.4% | -68.6% |
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