-23.9%
MARA vs MPWR
+182.0%
-205.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -0.5% |
| 7D | +10.1% | +16.8% | -6.7% | -0.9% |
| 30D | -15.1% | +11.9% | -26.9% | -20.9% |
| 3M | -24.1% | +2.2% | -26.3% | -25.3% |
| 6M | -45.2% | -15.5% | -29.7% | -40.8% |
| YTD | -22.2% | +54.2% | -76.3% | -41.2% |
| 1Y | -45.3% | +51.5% | -96.8% | -58.3% |
| 3Y | -23.9% | +180.2% | -204.1% | -62.7% |
| All | -23.9% | +182.0% | -205.9% | -62.7% |
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