-58.7%
MARA vs SCHW
+1.9%
-60.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.6% | -5.4% |
| 7D | -6.5% | +5.2% | -11.7% | -8.0% |
| 30D | -38.5% | -4.7% | -33.8% | -37.6% |
| 3M | -41.5% | -11.9% | -29.6% | -39.8% |
| 6M | -41.9% | +2.7% | -44.7% | -44.6% |
| YTD | -23.5% | -5.6% | -17.9% | -25.1% |
| 1Y | -58.7% | +0.8% | -59.4% | -64.1% |
| All | -58.7% | +1.9% | -60.6% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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