-90.1%
MARA vs OMC
+147.2%
-237.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.7% |
| 7D | +15.6% | -5.8% | +21.4% | +19.6% |
| 30D | +17.2% | -4.8% | +22.1% | +20.2% |
| 3M | -14.2% | +9.2% | -23.4% | -20.5% |
| 6M | +47.7% | -2.5% | +50.2% | +46.1% |
| YTD | +31.7% | +2.6% | +29.2% | +24.3% |
| 1Y | -22.2% | +5.9% | -28.1% | -28.8% |
| 3Y | +8.4% | +14.2% | -5.8% | -5.8% |
| 5Y | -68.3% | +33.2% | -101.5% | -74.2% |
| 10Y | -74.9% | +33.4% | -108.3% | -80.7% |
| All | -90.1% | +147.2% | -237.3% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling