-81.1%
MARA vs MPWR
+1,560.2%
-1,641.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.2% | +2.8% | +3.8% |
| 7D | -6.2% | -1.7% | -4.5% | -4.2% |
| 30D | -38.7% | -16.5% | -22.2% | -28.6% |
| 3M | -40.4% | -12.3% | -28.1% | -33.6% |
| 6M | -51.3% | -27.7% | -23.5% | -38.6% |
| YTD | -29.3% | +32.0% | -61.3% | -46.6% |
| 1Y | -60.2% | +25.1% | -85.3% | -68.6% |
| 3Y | -31.3% | +146.5% | -177.8% | -75.7% |
| 5Y | -90.1% | +126.0% | -216.1% | -96.2% |
| All | -81.1% | +1,560.2% | -1,641.3% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling