-74.1%
MARA vs SHEL
+214.0%
-288.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.2% |
| 7D | +5.9% | +4.1% | +1.8% | +3.1% |
| 30D | +24.3% | +8.4% | +15.9% | +17.6% |
| 3M | -12.0% | +13.7% | -25.7% | -20.5% |
| 6M | +40.1% | +12.7% | +27.4% | +27.0% |
| YTD | +33.4% | +35.3% | -1.9% | +7.2% |
| 1Y | -23.7% | +39.4% | -63.1% | -40.0% |
| 3Y | +19.0% | +71.5% | -52.5% | -19.9% |
| 5Y | -66.5% | +195.0% | -261.5% | -84.7% |
| All | -74.1% | +214.0% | -288.1% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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