-67.7%
MARA vs MTUM
+595.4%
-663.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -0.7% |
| 7D | -1.5% | +1.2% | -2.7% | -3.6% |
| 30D | +18.1% | -1.7% | +19.8% | +21.7% |
| 3M | -9.4% | -0.5% | -9.0% | -9.3% |
| 6M | +33.4% | +22.3% | +11.0% | -6.7% |
| YTD | +27.3% | +21.4% | +5.9% | -7.4% |
| 1Y | -27.9% | +20.0% | -48.0% | -45.6% |
| 3Y | +4.8% | +113.0% | -108.2% | -68.2% |
| 5Y | -68.0% | +77.3% | -145.3% | -84.5% |
| 10Y | -74.7% | +350.5% | -425.1% | -93.4% |
| All | -67.7% | +595.4% | -663.1% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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