-90.5%
MARA vs SLB
+15.7%
-106.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | +0.8% | +5.2% | +5.4% |
| 30D | +0.6% | +15.8% | -15.2% | -8.6% |
| 3M | -18.5% | -0.3% | -18.2% | -19.6% |
| 6M | +21.7% | +21.3% | +0.4% | +5.6% |
| YTD | +25.9% | +52.3% | -26.4% | -4.4% |
| 1Y | -25.1% | +63.6% | -88.8% | -46.1% |
| 3Y | -5.7% | +3.8% | -9.5% | -12.6% |
| 5Y | -73.9% | +128.6% | -202.6% | -85.7% |
| 10Y | -75.6% | -3.1% | -72.6% | -83.7% |
| All | -90.5% | +15.7% | -106.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling