-90.5%
MARA vs STLD
+2,554.5%
-2,645.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.5% |
| 7D | +6.0% | +3.1% | +2.8% | +3.9% |
| 30D | +0.6% | -9.0% | +9.6% | +5.2% |
| 3M | -18.5% | -12.4% | -6.1% | -13.6% |
| 6M | +21.7% | +25.5% | -3.8% | +2.9% |
| YTD | +25.9% | +43.6% | -17.7% | -2.3% |
| 1Y | -25.1% | +87.2% | -112.3% | -50.8% |
| 3Y | -5.7% | +135.2% | -141.0% | -45.6% |
| 5Y | -73.9% | +290.9% | -364.8% | -88.9% |
| 10Y | -75.6% | +1,113.5% | -1,189.1% | -94.3% |
| All | -90.5% | +2,554.5% | -2,645.0% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling