-23.9%
MARA vs MPC
+203.2%
-227.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.1% |
| 7D | +10.1% | +11.2% | -1.2% | +6.2% |
| 30D | -15.1% | -14.5% | -0.6% | -10.9% |
| 3M | -24.1% | +16.7% | -40.8% | -29.4% |
| 6M | -45.2% | +67.6% | -112.7% | -56.8% |
| YTD | -22.2% | +157.9% | -180.1% | -52.0% |
| 1Y | -45.3% | +116.7% | -162.0% | -63.1% |
| 3Y | -23.9% | +199.8% | -223.6% | -56.9% |
| All | -23.9% | +203.2% | -227.1% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling