-91.6%
MARA vs STLD
+255.4%
-347.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.7% |
| 7D | -6.2% | -11.1% | +4.9% | +2.4% |
| 30D | -38.7% | -4.8% | -33.9% | -36.3% |
| 3M | -40.4% | -14.6% | -25.8% | -34.4% |
| 6M | -51.3% | -7.4% | -43.9% | -50.4% |
| YTD | -29.3% | +32.6% | -61.9% | -45.9% |
| 1Y | -60.2% | +47.3% | -107.5% | -72.1% |
| 3Y | -31.3% | +107.5% | -138.8% | -63.2% |
| All | -91.6% | +255.4% | -347.0% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling