-74.1%
MARA vs SCHG
+459.0%
-533.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +3.0% |
| 7D | +5.9% | -1.0% | +7.0% | +8.2% |
| 30D | +24.3% | -1.3% | +25.5% | +27.8% |
| 3M | -12.0% | +5.4% | -17.4% | -21.1% |
| 6M | +40.1% | +14.4% | +25.7% | +7.1% |
| YTD | +33.4% | +8.0% | +25.4% | +17.2% |
| 1Y | -23.7% | +12.7% | -36.5% | -37.5% |
| 3Y | +19.0% | +85.6% | -66.6% | -62.7% |
| 5Y | -66.5% | +85.5% | -152.0% | -86.4% |
| All | -74.1% | +459.0% | -533.1% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling