-58.7%
MARA vs MULL
+444.9%
-503.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.8% | +9.7% | -0.8% |
| 7D | -6.5% | -35.9% | +29.4% | +3.3% |
| 30D | -38.5% | -47.3% | +8.8% | -29.4% |
| 3M | -41.5% | -30.6% | -11.0% | -37.3% |
| 6M | -41.9% | +13.7% | -55.6% | -48.8% |
| YTD | -23.5% | +272.1% | -295.6% | -50.4% |
| 1Y | -58.7% | +475.1% | -533.7% | -76.3% |
| All | -58.7% | +444.9% | -503.5% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling