+19.0%
MARA vs SHAK
-2.6%
+21.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.7% | +3.6% |
| 7D | +5.9% | -8.3% | +14.2% | +9.4% |
| 30D | +24.3% | -12.6% | +36.9% | +31.1% |
| 3M | -12.0% | +9.1% | -21.1% | -16.5% |
| 6M | +40.1% | -31.2% | +71.4% | +55.8% |
| YTD | +33.4% | -21.6% | +55.0% | +38.4% |
| 1Y | -23.7% | -38.8% | +15.0% | -11.1% |
| 3Y | +19.0% | +0.6% | +18.4% | +32.8% |
| All | +19.0% | -2.6% | +21.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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