-90.4%
MARA vs MTCH
+219.6%
-310.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.6% |
| 7D | -1.5% | -1.4% | 0.0% | -0.7% |
| 30D | +18.1% | +13.6% | +4.4% | +9.3% |
| 3M | -9.4% | +22.4% | -31.8% | -20.1% |
| 6M | +33.4% | +37.2% | -3.8% | +10.4% |
| YTD | +27.3% | +31.8% | -4.5% | +6.8% |
| 1Y | -27.9% | +12.9% | -40.8% | -33.9% |
| 3Y | +4.8% | -1.1% | +5.9% | +0.3% |
| 5Y | -68.0% | -73.5% | +5.5% | -41.0% |
| 10Y | -74.7% | +200.7% | -275.3% | -82.7% |
| All | -90.4% | +219.6% | -310.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling