-74.1%
MARA vs MTZ
+773.6%
-847.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +2.5% |
| 7D | +5.9% | +1.4% | +4.6% | +5.0% |
| 30D | +24.3% | -14.5% | +38.8% | +37.4% |
| 3M | -12.0% | -32.9% | +21.0% | +12.3% |
| 6M | +40.1% | -20.8% | +61.0% | +57.6% |
| YTD | +33.4% | +10.6% | +22.8% | +19.9% |
| 1Y | -23.7% | +27.1% | -50.8% | -37.3% |
| 3Y | +19.0% | +166.1% | -147.2% | -43.1% |
| 5Y | -66.5% | +170.7% | -237.2% | -84.1% |
| All | -74.1% | +773.6% | -847.7% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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