-25.1%
MARA vs SCHW
+14.3%
-39.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | +0.6% | +1.5% | -0.8% | -0.2% |
| 3M | -18.5% | +24.6% | -43.1% | -27.0% |
| 6M | +21.7% | +14.5% | +7.2% | +12.3% |
| YTD | +25.9% | +10.5% | +15.5% | +21.3% |
| 1Y | -25.1% | +13.4% | -38.5% | -31.0% |
| All | -25.1% | +14.3% | -39.4% | -31.0% |
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