-91.6%
MARA vs MPC
+527.1%
-618.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +8.6% |
| 7D | -6.2% | -16.2% | +10.0% | +2.0% |
| 30D | -38.7% | -15.7% | -23.0% | -34.1% |
| 3M | -40.4% | +24.9% | -65.3% | -48.4% |
| 6M | -51.3% | +52.7% | -103.9% | -62.7% |
| YTD | -29.3% | +131.9% | -161.1% | -58.8% |
| 1Y | -60.2% | +96.6% | -156.9% | -74.4% |
| 3Y | -31.3% | +163.8% | -195.1% | -65.2% |
| All | -91.6% | +527.1% | -618.7% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling