-82.1%
MARA vs STLD
+779.4%
-861.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.1% |
| 7D | +3.3% | -9.7% | +12.9% | +11.4% |
| 30D | -31.2% | -4.5% | -26.7% | -28.6% |
| 3M | -34.2% | -13.1% | -21.1% | -28.6% |
| 6M | -48.7% | -2.8% | -45.9% | -49.5% |
| YTD | -26.1% | +35.3% | -61.4% | -43.2% |
| 1Y | -58.2% | +51.4% | -109.5% | -70.4% |
| 3Y | -28.1% | +117.9% | -146.0% | -61.1% |
| 5Y | -91.3% | +272.6% | -363.9% | -96.9% |
| 10Y | -82.1% | +782.2% | -864.3% | -96.8% |
| All | -82.1% | +779.4% | -861.5% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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