-64.3%
MARA vs Q
+68.3%
-132.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -0.5% |
| 7D | +10.1% | +1.2% | +8.9% | +9.2% |
| 30D | -15.1% | -2.7% | -12.4% | -13.0% |
| 3M | -24.1% | -16.9% | -7.2% | -14.2% |
| 6M | -45.2% | -26.9% | -18.3% | -34.7% |
| YTD | -22.2% | +45.2% | -67.4% | -39.7% |
| 1Y | -45.3% | +38.1% | -83.4% | -57.5% |
| All | -64.3% | +68.3% | -132.6% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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