-74.1%
MARA vs OMC
+34.2%
-108.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +5.9% | -4.4% | +10.3% | +8.4% |
| 30D | +24.3% | -7.6% | +31.9% | +29.2% |
| 3M | -12.0% | +4.5% | -16.5% | -16.3% |
| 6M | +40.1% | -0.3% | +40.4% | +36.7% |
| YTD | +33.4% | -0.1% | +33.5% | +28.0% |
| 1Y | -23.7% | +4.6% | -28.4% | -29.6% |
| 3Y | +19.0% | +10.5% | +8.5% | +5.9% |
| 5Y | -66.5% | +31.7% | -98.2% | -72.2% |
| All | -74.1% | +34.2% | -108.3% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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