-23.9%
MARA vs SPG
+135.6%
-159.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | +10.1% | +2.0% | +8.1% | +8.5% |
| 30D | -15.1% | +17.2% | -32.3% | -25.9% |
| 3M | -24.1% | +6.3% | -30.4% | -28.0% |
| 6M | -45.2% | +18.7% | -63.9% | -54.2% |
| YTD | -22.2% | +30.1% | -52.2% | -40.8% |
| 1Y | -45.3% | +32.8% | -78.1% | -59.4% |
| 3Y | -23.9% | +133.6% | -157.4% | -64.2% |
| All | -23.9% | +135.6% | -159.4% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling