-58.7%
MARA vs SHW
+7.3%
-65.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.6% | -10.7% | -5.0% |
| 7D | -6.5% | +13.3% | -19.8% | -9.4% |
| 30D | -38.5% | +14.1% | -52.6% | -40.7% |
| 3M | -41.5% | +0.8% | -42.3% | -41.3% |
| 6M | -41.9% | +17.6% | -59.6% | -45.4% |
| YTD | -23.5% | +13.0% | -36.5% | -27.1% |
| 1Y | -58.7% | +7.0% | -65.7% | -60.0% |
| All | -58.7% | +7.3% | -65.9% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling