-90.4%
MARA vs SCHW
+838.1%
-928.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.6% |
| 7D | -1.5% | -2.8% | +1.3% | +0.2% |
| 30D | +18.1% | -0.1% | +18.1% | +17.6% |
| 3M | -9.4% | +20.6% | -30.0% | -20.6% |
| 6M | +33.4% | +15.9% | +17.4% | +18.2% |
| YTD | +27.3% | +8.5% | +18.8% | +18.4% |
| 1Y | -27.9% | +17.8% | -45.8% | -36.4% |
| 3Y | +4.8% | +88.5% | -83.8% | -31.0% |
| 5Y | -68.0% | +60.6% | -128.6% | -76.2% |
| 10Y | -74.7% | +298.0% | -372.7% | -87.8% |
| All | -90.4% | +838.1% | -928.6% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling