-91.6%
MARA vs SLB
+65.5%
-157.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +7.7% |
| 7D | -6.2% | -7.1% | +0.9% | -1.8% |
| 30D | -38.7% | +4.1% | -42.8% | -40.1% |
| 3M | -40.4% | -2.6% | -37.7% | -40.0% |
| 6M | -51.3% | -8.6% | -42.7% | -49.6% |
| YTD | -29.3% | +32.2% | -61.5% | -41.7% |
| 1Y | -60.2% | +40.7% | -100.9% | -68.6% |
| 3Y | -31.3% | -4.5% | -26.8% | -33.7% |
| All | -91.6% | +65.5% | -157.0% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling