-90.4%
MARA vs OKE
+464.7%
-555.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -1.5% | 0.0% | -1.4% | -1.4% |
| 30D | +18.1% | +4.6% | +13.5% | +14.6% |
| 3M | -9.4% | +6.9% | -16.4% | -14.4% |
| 6M | +33.4% | +15.8% | +17.6% | +19.1% |
| YTD | +27.3% | +35.2% | -7.9% | +3.6% |
| 1Y | -27.9% | +37.6% | -65.5% | -42.2% |
| 3Y | +4.8% | +72.0% | -67.3% | -25.3% |
| 5Y | -68.0% | +139.0% | -207.0% | -79.9% |
| 10Y | -74.7% | +258.7% | -333.4% | -87.7% |
| All | -90.4% | +464.7% | -555.1% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling