-90.0%
MARA vs SCHG
+843.3%
-933.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +3.1% |
| 7D | +5.9% | -1.0% | +7.0% | +8.1% |
| 30D | +24.3% | -1.3% | +25.5% | +27.6% |
| 3M | -12.0% | +5.4% | -17.4% | -20.6% |
| 6M | +40.1% | +14.4% | +25.7% | +8.8% |
| YTD | +33.4% | +8.0% | +25.4% | +18.3% |
| 1Y | -23.7% | +12.7% | -36.5% | -36.7% |
| 3Y | +19.0% | +85.6% | -66.6% | -59.6% |
| 5Y | -66.5% | +85.5% | -152.0% | -85.3% |
| 10Y | -73.4% | +456.0% | -529.5% | -97.1% |
| All | -90.0% | +843.3% | -933.3% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling