-90.0%
MARA vs MTZ
+1,336.0%
-1,426.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.0% |
| 7D | +13.8% | +2.3% | +11.6% | +12.2% |
| 30D | +24.7% | -10.3% | +35.0% | +32.2% |
| 3M | -10.4% | -31.8% | +21.4% | +9.8% |
| 6M | +37.6% | -19.2% | +56.8% | +51.3% |
| YTD | +32.7% | +10.7% | +22.0% | +22.1% |
| 1Y | -25.2% | +37.5% | -62.7% | -39.0% |
| 3Y | +9.3% | +162.4% | -153.1% | -39.6% |
| 5Y | -69.3% | +166.3% | -235.7% | -82.9% |
| 10Y | -73.6% | +753.2% | -826.8% | -91.6% |
| All | -90.0% | +1,336.0% | -1,426.1% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling