-74.1%
MARA vs SPYM
+325.3%
-399.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +2.9% |
| 7D | +5.9% | -0.8% | +6.7% | +7.9% |
| 30D | +24.3% | -1.1% | +25.4% | +27.6% |
| 3M | -12.0% | +3.9% | -15.9% | -18.7% |
| 6M | +40.1% | +13.6% | +26.5% | +7.2% |
| YTD | +33.4% | +12.7% | +20.7% | +6.2% |
| 1Y | -23.7% | +17.6% | -41.3% | -43.8% |
| 3Y | +19.0% | +77.2% | -58.3% | -60.4% |
| 5Y | -66.5% | +84.1% | -150.6% | -87.0% |
| All | -74.1% | +325.3% | -399.4% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling