+18.4%
MARA vs SPY
+76.5%
-58.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +2.0% |
| 7D | +13.8% | -0.4% | +14.2% | +15.1% |
| 30D | +24.7% | -1.4% | +26.1% | +29.5% |
| 3M | -10.4% | +3.7% | -14.1% | -18.2% |
| 6M | +37.6% | +13.0% | +24.6% | +1.4% |
| YTD | +32.7% | +12.4% | +20.3% | +1.6% |
| 1Y | -25.2% | +18.5% | -43.7% | -49.1% |
| All | +18.4% | +76.5% | -58.2% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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