-52.5%
MARA vs MULL
+2,337.2%
-2,389.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.1% |
| 7D | +5.9% | -8.4% | +14.3% | +8.0% |
| 30D | +24.3% | +9.7% | +14.6% | +20.7% |
| 3M | -12.0% | -26.8% | +14.8% | -13.2% |
| 6M | +40.1% | +220.7% | -180.6% | -11.8% |
| YTD | +33.4% | +509.0% | -475.6% | -32.0% |
| 1Y | -23.7% | +1,739.5% | -1,763.3% | -73.2% |
| All | -52.5% | +2,337.2% | -2,389.7% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling