+8.4%
MARA vs SE
+194.4%
-185.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.2% |
| 7D | +15.6% | +0.6% | +15.0% | +15.4% |
| 30D | +17.2% | -0.1% | +17.3% | +16.7% |
| 3M | -14.2% | +34.1% | -48.3% | -24.2% |
| 6M | +47.7% | +23.2% | +24.5% | +33.3% |
| YTD | +31.7% | -11.2% | +42.9% | +34.6% |
| 1Y | -22.2% | -40.5% | +18.4% | -6.2% |
| 3Y | +8.4% | +196.3% | -187.9% | -33.5% |
| All | +8.4% | +194.4% | -185.9% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling