+1,104.0%
MARA vs SITM
+4,437.5%
-3,333.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | +13.8% | +3.7% | +10.1% | +11.5% |
| 30D | +24.7% | -14.5% | +39.2% | +33.4% |
| 3M | -10.4% | -10.6% | +0.1% | -9.8% |
| 6M | +37.6% | +65.5% | -27.9% | -3.6% |
| YTD | +32.7% | +67.0% | -34.3% | -11.9% |
| 1Y | -25.2% | +138.6% | -163.8% | -60.7% |
| 3Y | +9.3% | +421.8% | -412.6% | -69.3% |
| 5Y | -69.3% | +172.4% | -241.8% | -88.6% |
| All | +1,104.0% | +4,437.5% | -3,333.4% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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