-73.6%
MARA vs SLB
-4.1%
-69.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +13.8% | -1.9% | +15.7% | +15.0% |
| 30D | +24.7% | +7.8% | +16.9% | +18.7% |
| 3M | -10.4% | +2.7% | -13.1% | -13.6% |
| 6M | +37.6% | +22.2% | +15.5% | +18.8% |
| YTD | +32.7% | +51.1% | -18.3% | +1.3% |
| 1Y | -25.2% | +63.3% | -88.5% | -46.0% |
| 3Y | +9.3% | +2.4% | +6.8% | +2.0% |
| 5Y | -69.3% | +139.3% | -208.7% | -83.6% |
| 10Y | -73.6% | -2.6% | -71.0% | -87.6% |
| All | -73.6% | -4.1% | -69.5% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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