+88.0%
MARA vs SE
+562.7%
-474.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -1.5% | -4.8% | +3.3% | +0.9% |
| 30D | +18.1% | -18.1% | +36.2% | +29.9% |
| 3M | -9.4% | +30.6% | -40.1% | -22.1% |
| 6M | +33.4% | +20.8% | +12.6% | +17.3% |
| YTD | +27.3% | -15.6% | +42.9% | +31.1% |
| 1Y | -27.9% | -44.2% | +16.3% | -8.8% |
| 3Y | +4.8% | +181.5% | -176.8% | -46.4% |
| 5Y | -68.0% | -66.9% | -1.1% | -59.5% |
| All | +88.0% | +562.7% | -474.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling