+13.5%
MARA vs MTB
+113.5%
-100.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.5% |
| 7D | -1.5% | -0.4% | -1.0% | -1.1% |
| 30D | +18.1% | -4.6% | +22.7% | +23.0% |
| 3M | -9.4% | +7.4% | -16.9% | -17.4% |
| 6M | +33.4% | +18.7% | +14.7% | +8.7% |
| YTD | +27.3% | +21.1% | +6.2% | +0.1% |
| 1Y | -27.9% | +24.1% | -52.0% | -45.1% |
| All | +13.5% | +113.5% | -100.0% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling