-23.9%
MARA vs STLD
+119.8%
-143.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -0.7% |
| 7D | +10.1% | +2.9% | +7.1% | +8.2% |
| 30D | -15.1% | -5.6% | -9.5% | -11.1% |
| 3M | -24.1% | -11.7% | -12.4% | -18.1% |
| 6M | -45.2% | -2.8% | -42.4% | -46.1% |
| YTD | -22.2% | +36.4% | -58.6% | -42.2% |
| 1Y | -45.3% | +50.0% | -95.3% | -62.6% |
| 3Y | -23.9% | +122.3% | -146.2% | -49.4% |
| All | -23.9% | +119.8% | -143.7% | -49.4% |
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