-21.6%
MARA vs MPWR
+193.6%
-215.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.7% |
| 7D | +22.4% | +27.9% | -5.5% | +4.4% |
| 30D | -21.0% | +9.7% | -30.7% | -25.4% |
| 3M | -25.3% | +1.7% | -27.0% | -26.4% |
| 6M | -43.4% | -9.2% | -34.2% | -41.5% |
| YTD | -19.8% | +60.5% | -80.3% | -40.9% |
| 1Y | -50.0% | +52.0% | -102.1% | -62.0% |
| All | -21.6% | +193.6% | -215.1% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling