-68.3%
MARA vs SLB
+128.1%
-196.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.0% |
| 7D | +15.6% | +0.4% | +15.2% | +15.2% |
| 30D | +17.2% | +13.6% | +3.7% | +7.9% |
| 3M | -14.2% | +1.5% | -15.6% | -16.3% |
| 6M | +47.7% | +23.0% | +24.7% | +26.9% |
| YTD | +31.7% | +51.2% | -19.5% | +0.3% |
| 1Y | -22.2% | +63.5% | -85.7% | -44.0% |
| 3Y | +8.4% | +2.5% | +5.9% | 0.0% |
| 5Y | -68.3% | +139.2% | -207.5% | -83.1% |
| All | -68.3% | +128.1% | -196.3% | -83.1% |
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