+18.4%
MARA vs SPOT
+235.3%
-216.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.1% |
| 7D | +13.8% | -6.5% | +20.3% | +16.5% |
| 30D | +24.7% | +2.2% | +22.5% | +22.9% |
| 3M | -10.4% | +5.4% | -15.8% | -13.7% |
| 6M | +37.6% | -4.0% | +41.7% | +36.8% |
| YTD | +32.7% | -9.9% | +42.7% | +34.4% |
| 1Y | -25.2% | -27.3% | +2.1% | -16.6% |
| All | +18.4% | +235.3% | -216.9% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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