-94.2%
MARA vs SPY
+599.6%
-693.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.1% |
| 7D | +10.1% | +2.6% | +7.5% | +4.3% |
| 30D | -15.1% | -2.0% | -13.1% | -10.2% |
| 3M | -24.1% | -2.8% | -21.3% | -17.8% |
| 6M | -45.2% | +2.1% | -47.3% | -45.7% |
| YTD | -22.2% | +11.5% | -33.6% | -34.3% |
| 1Y | -45.3% | +13.5% | -58.8% | -55.3% |
| 3Y | -23.9% | +77.7% | -101.6% | -72.4% |
| 5Y | -90.8% | +72.6% | -163.4% | -95.6% |
| 10Y | -81.0% | +308.2% | -389.2% | -96.9% |
| All | -94.2% | +599.6% | -693.8% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling