-93.9%
MARA vs SLB
+0.4%
-94.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.0% | +11.5% | +11.1% |
| 7D | +2.5% | -4.3% | +6.8% | +5.5% |
| 30D | -23.9% | +1.9% | -25.9% | -24.8% |
| 3M | -23.2% | -5.7% | -17.5% | -21.1% |
| 6M | -43.3% | -5.3% | -37.9% | -42.7% |
| YTD | -18.3% | +32.2% | -50.4% | -32.7% |
| 1Y | -52.9% | +38.5% | -91.4% | -62.5% |
| 3Y | -23.6% | +1.1% | -24.8% | -27.8% |
| 5Y | -88.7% | +70.3% | -158.9% | -92.6% |
| 10Y | -80.3% | -17.3% | -63.0% | -85.5% |
| All | -93.9% | +0.4% | -94.3% | -96.6% |
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 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