-82.2%
MARA vs SHW
+339.2%
-421.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +10.1% | +1.9% | +8.2% | +8.6% |
| 30D | -15.1% | +8.1% | -23.1% | -20.9% |
| 3M | -24.1% | -2.8% | -21.3% | -23.7% |
| 6M | -45.2% | +15.0% | -60.2% | -52.6% |
| YTD | -22.2% | +9.0% | -31.2% | -29.9% |
| 1Y | -45.3% | +4.5% | -49.8% | -49.2% |
| 3Y | -23.9% | +41.9% | -65.7% | -44.5% |
| 5Y | -90.8% | +10.7% | -101.5% | -92.0% |
| All | -82.2% | +339.2% | -421.4% | -91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling