-68.0%
MARA vs SPYM
+80.5%
-148.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.3% |
| 7D | -1.5% | -2.0% | +0.5% | +4.7% |
| 30D | +18.1% | -1.6% | +19.7% | +24.3% |
| 3M | -9.4% | +4.7% | -14.2% | -20.8% |
| 6M | +33.4% | +12.6% | +20.8% | -5.1% |
| YTD | +27.3% | +11.8% | +15.5% | -5.0% |
| 1Y | -27.9% | +17.5% | -45.5% | -52.9% |
| 3Y | +4.8% | +77.0% | -72.2% | -79.3% |
| 5Y | -68.0% | +82.6% | -150.6% | -91.8% |
| All | -68.0% | +80.5% | -148.5% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling