-90.1%
MARA vs SPYM
+610.8%
-700.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +5.8% |
| 7D | +15.6% | +0.6% | +15.1% | +14.4% |
| 30D | +17.2% | -0.9% | +18.2% | +19.6% |
| 3M | -14.2% | +3.9% | -18.1% | -20.0% |
| 6M | +47.7% | +14.5% | +33.1% | +13.9% |
| YTD | +31.7% | +13.0% | +18.7% | +6.6% |
| 1Y | -22.2% | +19.4% | -41.6% | -42.8% |
| 3Y | +8.4% | +78.9% | -70.4% | -60.5% |
| 5Y | -68.3% | +82.3% | -150.6% | -86.0% |
| 10Y | -74.9% | +314.7% | -389.6% | -95.7% |
| All | -90.1% | +610.8% | -700.9% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling