-62.2%
MARA vs P
+485.4%
-547.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.2% |
| 7D | +6.0% | +6.5% | -0.5% | +2.8% |
| 30D | +0.6% | +18.8% | -18.2% | -10.4% |
| 3M | -18.5% | +26.7% | -45.3% | -29.7% |
| 6M | +21.7% | +62.2% | -40.4% | -8.8% |
| YTD | +25.9% | +48.5% | -22.6% | -1.3% |
| 1Y | -25.1% | +26.4% | -51.5% | -38.7% |
| 3Y | -5.7% | +159.4% | -165.2% | -53.3% |
| 5Y | -73.9% | +275.8% | -349.7% | -88.8% |
| 10Y | -75.6% | +732.0% | -807.6% | -91.2% |
| All | -62.2% | +485.4% | -547.6% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling