-58.7%
MARA vs SCHG
+5.5%
-64.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -7.0% |
| 7D | -6.5% | -2.5% | -4.0% | -0.6% |
| 30D | -38.5% | -5.4% | -33.0% | -29.2% |
| 3M | -41.5% | -2.2% | -39.4% | -38.0% |
| 6M | -41.9% | +5.2% | -47.1% | -47.5% |
| YTD | -23.5% | +6.8% | -30.3% | -32.1% |
| 1Y | -58.7% | +5.9% | -64.6% | -62.2% |
| All | -58.7% | +5.5% | -64.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling