+159.4%
MARA vs REPL
-6.0%
+165.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +6.0% | -3.0% | +9.0% | +6.2% |
| 30D | +0.6% | +27.1% | -26.5% | -2.4% |
| 3M | -18.5% | +52.4% | -70.9% | -26.2% |
| 6M | +21.7% | +107.4% | -85.7% | -6.3% |
| YTD | +25.9% | +54.7% | -28.8% | +0.6% |
| 1Y | -25.1% | +158.9% | -184.0% | -49.0% |
| 3Y | -5.7% | -23.7% | +18.0% | -43.6% |
| 5Y | -73.9% | -54.3% | -19.6% | -82.6% |
| All | +159.4% | -6.0% | +165.4% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling