-90.5%
MARA vs MTB
+317.5%
-408.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +6.0% | +1.7% | +4.3% | +4.9% |
| 30D | +0.6% | -4.2% | +4.8% | +3.1% |
| 3M | -18.5% | +8.9% | -27.4% | -23.6% |
| 6M | +21.7% | +10.9% | +10.9% | +12.8% |
| YTD | +25.9% | +21.5% | +4.5% | +9.3% |
| 1Y | -25.1% | +21.9% | -47.1% | -35.2% |
| 3Y | -5.7% | +109.2% | -115.0% | -39.6% |
| 5Y | -73.9% | +102.0% | -175.9% | -82.1% |
| 10Y | -75.6% | +171.9% | -247.6% | -88.3% |
| All | -90.5% | +317.5% | -408.1% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling