-94.7%
MARA vs RF
+538.8%
-633.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.3% | +8.2% |
| 7D | -6.2% | -0.9% | -5.3% | -5.6% |
| 30D | -38.7% | +6.0% | -44.7% | -41.2% |
| 3M | -40.4% | -8.9% | -31.5% | -36.9% |
| 6M | -51.3% | +2.3% | -53.6% | -52.7% |
| YTD | -29.3% | +7.6% | -36.8% | -34.1% |
| 1Y | -60.2% | +21.2% | -81.4% | -65.9% |
| 3Y | -31.3% | +108.5% | -139.8% | -56.5% |
| 5Y | -90.1% | +43.2% | -133.3% | -91.8% |
| 10Y | -81.2% | +288.1% | -369.3% | -90.6% |
| All | -94.7% | +538.8% | -633.5% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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