-90.1%
MARA vs SPXU
-99.9%
+9.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +5.8% |
| 7D | +15.6% | -1.5% | +17.1% | +14.7% |
| 30D | +17.2% | +3.7% | +13.5% | +20.7% |
| 3M | -14.2% | -9.6% | -4.6% | -17.9% |
| 6M | +47.7% | -32.4% | +80.0% | +19.5% |
| YTD | +31.7% | -28.7% | +60.4% | +14.0% |
| 1Y | -22.2% | -38.2% | +16.0% | -36.9% |
| 3Y | +8.4% | -80.4% | +88.9% | -44.8% |
| 5Y | -68.3% | -86.0% | +17.8% | -78.0% |
| 10Y | -74.9% | -99.5% | +24.7% | -93.3% |
| All | -90.1% | -99.9% | +9.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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