-22.2%
MARA vs STLD
+80.8%
-103.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +15.6% | +2.7% | +13.0% | +14.3% |
| 30D | +17.2% | -8.4% | +25.7% | +22.2% |
| 3M | -14.2% | -9.9% | -4.3% | -9.8% |
| 6M | +47.7% | +33.0% | +14.7% | +16.5% |
| YTD | +31.7% | +42.6% | -10.8% | -0.6% |
| 1Y | -22.2% | +80.8% | -102.9% | -47.6% |
| All | -22.2% | +80.8% | -103.0% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling