-74.1%
MARA vs SHW
+288.7%
-362.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.4% |
| 7D | +5.9% | -3.1% | +9.0% | +8.4% |
| 30D | +24.3% | -10.0% | +34.3% | +34.3% |
| 3M | -12.0% | +2.3% | -14.2% | -15.1% |
| 6M | +40.1% | +0.7% | +39.4% | +36.3% |
| YTD | +33.4% | +0.5% | +32.9% | +29.7% |
| 1Y | -23.7% | -11.5% | -12.3% | -18.9% |
| 3Y | +19.0% | +21.3% | -2.4% | -0.5% |
| 5Y | -66.5% | +12.5% | -79.0% | -70.6% |
| All | -74.1% | +288.7% | -362.8% | -86.9% |
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