+19.0%
MARA vs SCHW
+86.6%
-67.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -1.9% | +7.8% | +7.3% |
| 30D | +24.3% | -1.6% | +25.9% | +25.1% |
| 3M | -12.0% | +21.3% | -33.2% | -26.1% |
| 6M | +40.1% | +16.5% | +23.6% | +18.7% |
| YTD | +33.4% | +8.4% | +25.0% | +21.8% |
| 1Y | -23.7% | +15.6% | -39.4% | -34.3% |
| 3Y | +19.0% | +86.8% | -67.9% | -24.1% |
| All | +19.0% | +86.6% | -67.7% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling