-90.0%
MARA vs SHEL
+183.0%
-273.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +13.8% | +3.0% | +10.8% | +11.5% |
| 30D | +24.7% | +7.2% | +17.5% | +18.7% |
| 3M | -10.4% | +12.9% | -23.3% | -18.9% |
| 6M | +37.6% | +13.7% | +23.9% | +23.6% |
| YTD | +32.7% | +33.7% | -0.9% | +7.2% |
| 1Y | -25.2% | +37.9% | -63.0% | -40.9% |
| 3Y | +9.3% | +70.2% | -61.0% | -26.6% |
| 5Y | -69.3% | +192.3% | -261.7% | -86.2% |
| 10Y | -73.6% | +207.3% | -280.9% | -89.2% |
| All | -90.0% | +183.0% | -273.1% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling