-77.8%
MARA vs P
+504.9%
-582.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +1.4% |
| 7D | +3.3% | -9.6% | +12.9% | +9.1% |
| 30D | -31.2% | -33.4% | +2.2% | -15.7% |
| 3M | -34.2% | +14.2% | -48.4% | -40.9% |
| 6M | -48.7% | +31.6% | -80.3% | -57.8% |
| YTD | -26.1% | +53.5% | -79.5% | -43.8% |
| 1Y | -58.2% | +14.2% | -72.3% | -64.5% |
| 3Y | -28.1% | +190.5% | -218.6% | -67.0% |
| 5Y | -91.3% | +256.3% | -347.6% | -96.2% |
| 10Y | -82.1% | +707.9% | -790.0% | -93.7% |
| All | -77.8% | +504.9% | -582.7% | -91.9% |
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