-57.4%
MARA vs STLD
+50.3%
-107.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.7% |
| 7D | +3.3% | -9.7% | +12.9% | +7.5% |
| 30D | -31.2% | -4.5% | -26.7% | -29.6% |
| 3M | -34.2% | -13.1% | -21.1% | -30.1% |
| 6M | -48.7% | -2.8% | -45.9% | -49.8% |
| YTD | -26.1% | +35.3% | -61.4% | -42.7% |
| All | -57.4% | +50.3% | -107.7% | -71.9% |
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