-51.3%
MARA vs MPC
+48.3%
-99.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +7.8% |
| 7D | -6.2% | -16.2% | +10.0% | -9.4% |
| 30D | -38.7% | -15.7% | -23.0% | -40.6% |
| 3M | -40.4% | +24.9% | -65.3% | -37.8% |
| 6M | -51.3% | +52.7% | -103.9% | -46.8% |
| All | -51.3% | +48.3% | -99.6% | -46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling