+173.4%
MARA vs REPL
-9.7%
+183.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.0% |
| 7D | +13.8% | -9.6% | +23.4% | +14.9% |
| 30D | +24.7% | +5.7% | +19.0% | +23.5% |
| 3M | -10.4% | +56.4% | -66.8% | -19.2% |
| 6M | +37.6% | +67.4% | -29.8% | +9.4% |
| YTD | +32.7% | +48.7% | -15.9% | +6.5% |
| 1Y | -25.2% | +148.3% | -173.5% | -48.7% |
| 3Y | +9.3% | -26.7% | +35.9% | -34.3% |
| 5Y | -69.3% | -54.1% | -15.2% | -79.7% |
| All | +173.4% | -9.7% | +183.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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