-68.0%
MARA vs OMC
+31.0%
-99.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -5.2% |
| 7D | -1.5% | -6.2% | +4.8% | +3.1% |
| 30D | +18.1% | -7.6% | +25.6% | +24.2% |
| 3M | -9.4% | +7.4% | -16.8% | -17.5% |
| 6M | +33.4% | +0.1% | +33.2% | +28.1% |
| YTD | +27.3% | +0.4% | +26.8% | +19.0% |
| 1Y | -27.9% | +7.8% | -35.7% | -38.2% |
| 3Y | +4.8% | +11.8% | -7.1% | -18.6% |
| 5Y | -68.0% | +32.5% | -100.5% | -80.4% |
| All | -68.0% | +31.0% | -99.0% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling