-73.6%
MARA vs P
+694.3%
-767.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +3.0% |
| 7D | +13.8% | +5.0% | +8.8% | +10.9% |
| 30D | +24.7% | -0.9% | +25.6% | +22.6% |
| 3M | -10.4% | +38.7% | -49.1% | -28.1% |
| 6M | +37.6% | +54.4% | -16.7% | +2.2% |
| YTD | +32.7% | +44.8% | -12.1% | +2.3% |
| 1Y | -25.2% | +22.5% | -47.7% | -39.4% |
| 3Y | +9.3% | +148.2% | -139.0% | -50.3% |
| 5Y | -69.3% | +268.9% | -338.3% | -88.5% |
| 10Y | -73.6% | +696.9% | -770.5% | -92.0% |
| All | -73.6% | +694.3% | -767.9% | -92.0% |
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