-71.3%
MARA vs STLD
+292.4%
-363.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.3% |
| 7D | +6.0% | +3.1% | +2.8% | +3.5% |
| 30D | +0.6% | -9.0% | +9.6% | +6.3% |
| 3M | -18.5% | -12.4% | -6.1% | -12.5% |
| 6M | +21.7% | +25.5% | -3.8% | -1.8% |
| YTD | +25.9% | +43.6% | -17.7% | -9.0% |
| 1Y | -25.1% | +87.2% | -112.3% | -56.3% |
| 3Y | -5.7% | +135.2% | -141.0% | -54.1% |
| All | -71.3% | +292.4% | -363.7% | -91.0% |
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