+19.0%
MARA vs ONON
-8.6%
+27.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +3.7% |
| 7D | +5.9% | -2.1% | +8.0% | +7.0% |
| 30D | +24.3% | -11.6% | +35.9% | +31.5% |
| 3M | -12.0% | -30.1% | +18.1% | +1.7% |
| 6M | +40.1% | -30.5% | +70.6% | +59.8% |
| YTD | +33.4% | -41.0% | +74.4% | +68.1% |
| 1Y | -23.7% | -36.7% | +13.0% | -9.8% |
| 3Y | +19.0% | -8.6% | +27.6% | -12.0% |
| All | +19.0% | -8.6% | +27.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling