-31.3%
MARA vs STLD
+105.6%
-136.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.7% |
| 7D | -6.2% | -11.1% | +4.9% | +1.9% |
| 30D | -38.7% | -4.8% | -33.9% | -36.4% |
| 3M | -40.4% | -14.6% | -25.8% | -34.5% |
| 6M | -51.3% | -7.4% | -43.9% | -50.5% |
| YTD | -29.3% | +32.6% | -61.9% | -46.7% |
| 1Y | -60.2% | +47.3% | -107.5% | -72.6% |
| 3Y | -31.3% | +107.5% | -138.8% | -58.1% |
| All | -31.3% | +105.6% | -136.9% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling