-90.1%
MARA vs SRE
+308.7%
-398.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.7% |
| 7D | +15.6% | +1.4% | +14.2% | +14.9% |
| 30D | +17.2% | +1.9% | +15.3% | +15.6% |
| 3M | -14.2% | -3.3% | -10.9% | -13.0% |
| 6M | +47.7% | -6.4% | +54.1% | +52.2% |
| YTD | +31.7% | -1.8% | +33.6% | +32.7% |
| 1Y | -22.2% | +10.7% | -32.9% | -26.3% |
| 3Y | +8.4% | +31.8% | -23.4% | -6.3% |
| 5Y | -68.3% | +49.2% | -117.5% | -73.5% |
| 10Y | -74.9% | +118.5% | -193.4% | -82.1% |
| All | -90.1% | +308.7% | -398.8% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling