-68.0%
MARA vs SRE
+46.9%
-114.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.2% |
| 7D | -1.5% | -0.7% | -0.8% | -0.9% |
| 30D | +18.1% | -1.7% | +19.8% | +18.9% |
| 3M | -9.4% | -7.1% | -2.4% | -4.9% |
| 6M | +33.4% | -8.4% | +41.7% | +40.9% |
| YTD | +27.3% | -3.5% | +30.8% | +30.0% |
| 1Y | -27.9% | +5.4% | -33.3% | -31.0% |
| 3Y | +4.8% | +29.5% | -24.8% | -15.7% |
| 5Y | -68.0% | +48.3% | -116.3% | -67.5% |
| All | -68.0% | +46.9% | -114.9% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling