-74.1%
MARA vs MTB
+173.8%
-247.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +24.3% | -4.8% | +29.1% | +27.6% |
| 3M | -12.0% | +6.0% | -17.9% | -15.8% |
| 6M | +40.1% | +19.6% | +20.5% | +24.2% |
| YTD | +33.4% | +21.5% | +11.9% | +16.7% |
| 1Y | -23.7% | +24.7% | -48.4% | -34.4% |
| 3Y | +19.0% | +108.6% | -89.6% | -20.5% |
| 5Y | -66.5% | +106.7% | -173.2% | -76.1% |
| All | -74.1% | +173.8% | -247.9% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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