-74.1%
MARA vs OKE
+266.1%
-340.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.2% |
| 7D | +5.9% | +1.2% | +4.7% | +5.1% |
| 30D | +24.3% | +4.5% | +19.8% | +19.9% |
| 3M | -12.0% | +9.6% | -21.6% | -19.3% |
| 6M | +40.1% | +15.4% | +24.7% | +21.7% |
| YTD | +33.4% | +36.5% | -3.1% | +2.0% |
| 1Y | -23.7% | +39.0% | -62.7% | -42.8% |
| 3Y | +19.0% | +74.3% | -55.3% | -24.2% |
| 5Y | -66.5% | +141.2% | -207.7% | -82.0% |
| All | -74.1% | +266.1% | -340.2% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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