-80.3%
MARA vs P
+691.2%
-771.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.4% | +11.0% |
| 7D | +2.5% | -13.3% | +15.8% | +11.2% |
| 30D | -23.9% | -34.0% | +10.1% | -4.5% |
| 3M | -23.2% | +4.1% | -27.3% | -27.9% |
| 6M | -43.3% | +30.5% | -73.8% | -54.5% |
| YTD | -18.3% | +52.2% | -70.4% | -40.0% |
| 1Y | -52.9% | +10.3% | -63.2% | -60.3% |
| 3Y | -23.6% | +180.9% | -204.5% | -68.9% |
| 5Y | -88.7% | +259.7% | -348.4% | -95.9% |
| 10Y | -80.3% | +652.6% | -732.9% | -94.2% |
| All | -80.3% | +691.2% | -771.5% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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