-23.6%
MARA vs REPL
+100.5%
-124.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.6% | +6.0% | +10.4% |
| 7D | +2.5% | +12.7% | -10.2% | +2.2% |
| 30D | -23.9% | +73.5% | -97.4% | -24.9% |
| 3M | -23.2% | +70.3% | -93.5% | -24.3% |
| 6M | -43.3% | +472.0% | -515.3% | -46.8% |
| YTD | -18.3% | +139.5% | -157.8% | -22.7% |
| 1Y | -52.9% | +167.3% | -220.2% | -55.7% |
| 3Y | -23.6% | +109.5% | -133.2% | -36.2% |
| All | -23.6% | +100.5% | -124.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling