-74.1%
MARA vs SRE
+122.3%
-196.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.2% |
| 7D | +5.9% | -0.8% | +6.8% | +6.4% |
| 30D | +24.3% | -3.0% | +27.3% | +25.8% |
| 3M | -12.0% | -8.3% | -3.7% | -8.1% |
| 6M | +40.1% | -8.9% | +49.0% | +46.5% |
| YTD | +33.4% | -4.3% | +37.7% | +36.3% |
| 1Y | -23.7% | +2.7% | -26.5% | -24.9% |
| 3Y | +19.0% | +28.7% | -9.7% | +3.9% |
| 5Y | -66.5% | +47.1% | -113.6% | -71.6% |
| All | -74.1% | +122.3% | -196.4% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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