-71.3%
MARA vs P
+276.6%
-347.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.3% |
| 7D | +6.0% | +6.5% | -0.5% | +2.3% |
| 30D | +0.6% | +18.8% | -18.2% | -12.4% |
| 3M | -18.5% | +26.7% | -45.3% | -31.9% |
| 6M | +21.7% | +62.2% | -40.4% | -14.4% |
| YTD | +25.9% | +48.5% | -22.6% | -6.7% |
| 1Y | -25.1% | +26.4% | -51.5% | -42.1% |
| 3Y | -5.7% | +159.4% | -165.2% | -66.7% |
| All | -71.3% | +276.6% | -347.9% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling