-74.1%
MARA vs RUN
+42.2%
-116.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.1% |
| 7D | +5.9% | -3.7% | +9.6% | +7.4% |
| 30D | +24.3% | -13.0% | +37.3% | +30.8% |
| 3M | -12.0% | -31.8% | +19.8% | +0.3% |
| 6M | +40.1% | -32.2% | +72.3% | +57.5% |
| YTD | +33.4% | -53.5% | +86.9% | +64.1% |
| 1Y | -23.7% | -46.5% | +22.8% | -13.0% |
| 3Y | +19.0% | -37.6% | +56.6% | -24.8% |
| 5Y | -66.5% | -80.9% | +14.4% | -64.4% |
| All | -74.1% | +42.2% | -116.3% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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