-74.9%
MARA vs STLD
+1,072.4%
-1,147.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.1% |
| 7D | +15.6% | +2.7% | +13.0% | +13.4% |
| 30D | +17.2% | -8.4% | +25.7% | +22.8% |
| 3M | -14.2% | -9.9% | -4.3% | -10.3% |
| 6M | +47.7% | +33.0% | +14.7% | +15.8% |
| YTD | +31.7% | +42.6% | -10.8% | -1.8% |
| 1Y | -22.2% | +80.8% | -102.9% | -51.3% |
| 3Y | +8.4% | +143.4% | -135.0% | -45.2% |
| 5Y | -68.3% | +293.4% | -361.7% | -88.9% |
| 10Y | -74.9% | +1,080.4% | -1,155.3% | -95.6% |
| All | -74.9% | +1,072.4% | -1,147.2% | -95.6% |
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