-90.5%
MARA vs SPG
+173.5%
-264.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | +6.0% | -2.4% | +8.4% | +7.5% |
| 30D | +0.6% | -6.8% | +7.5% | +4.8% |
| 3M | -18.5% | +2.7% | -21.2% | -20.8% |
| 6M | +21.7% | +5.5% | +16.3% | +16.8% |
| YTD | +25.9% | +15.7% | +10.2% | +14.0% |
| 1Y | -25.1% | +20.9% | -46.0% | -34.5% |
| 3Y | -5.7% | +112.4% | -118.1% | -39.0% |
| 5Y | -73.9% | +101.4% | -175.3% | -81.6% |
| 10Y | -75.6% | +60.6% | -136.3% | -82.9% |
| All | -90.5% | +173.5% | -264.1% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling