-74.1%
MARA vs MTCH
+208.0%
-282.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | +5.9% | +1.3% | +4.7% | +5.1% |
| 30D | +24.3% | +15.9% | +8.4% | +13.0% |
| 3M | -12.0% | +23.3% | -35.3% | -23.5% |
| 6M | +40.1% | +40.1% | 0.0% | +12.8% |
| YTD | +33.4% | +33.6% | -0.2% | +9.5% |
| 1Y | -23.7% | +14.1% | -37.8% | -31.0% |
| 3Y | +19.0% | +1.4% | +17.5% | +11.4% |
| 5Y | -66.5% | -73.1% | +6.7% | -36.7% |
| All | -74.1% | +208.0% | -282.1% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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