-74.1%
MARA vs SPG
+64.5%
-138.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -1.2% | +7.1% | +6.6% |
| 30D | +24.3% | -6.1% | +30.4% | +29.0% |
| 3M | -12.0% | -3.6% | -8.3% | -10.8% |
| 6M | +40.1% | +10.4% | +29.7% | +30.4% |
| YTD | +33.4% | +14.4% | +19.0% | +21.2% |
| 1Y | -23.7% | +16.5% | -40.3% | -32.0% |
| 3Y | +19.0% | +106.8% | -87.8% | -22.8% |
| 5Y | -66.5% | +108.9% | -175.4% | -76.9% |
| All | -74.1% | +64.5% | -138.6% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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