-66.3%
MARA vs SCHG
+84.3%
-150.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +2.8% |
| 7D | +5.9% | -1.0% | +7.0% | +8.5% |
| 30D | +24.3% | -1.3% | +25.5% | +28.2% |
| 3M | -12.0% | +5.4% | -17.4% | -22.4% |
| 6M | +40.1% | +14.4% | +25.7% | +2.6% |
| YTD | +33.4% | +8.0% | +25.4% | +14.4% |
| 1Y | -23.7% | +12.7% | -36.5% | -39.9% |
| 3Y | +19.0% | +85.6% | -66.6% | -71.4% |
| All | -66.3% | +84.3% | -150.7% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling