-82.2%
MARA vs STM
+470.7%
-552.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.4% |
| 7D | +10.1% | +12.0% | -1.9% | +0.8% |
| 30D | -15.1% | -0.4% | -14.7% | -14.6% |
| 3M | -24.1% | -13.2% | -10.9% | -15.1% |
| 6M | -45.2% | -26.1% | -19.1% | -34.8% |
| YTD | -22.2% | +81.2% | -103.3% | -56.9% |
| 1Y | -45.3% | +98.3% | -143.6% | -72.0% |
| 3Y | -23.9% | +16.7% | -40.6% | -44.3% |
| 5Y | -90.8% | -4.8% | -85.9% | -91.5% |
| All | -82.2% | +470.7% | -552.9% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling