-79.2%
MARA vs STM
+468.1%
-547.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +1.7% |
| 7D | +11.5% | +1.4% | +10.1% | +10.8% |
| 30D | -18.9% | -8.4% | -10.5% | -12.7% |
| 3M | -20.9% | -15.8% | -5.1% | -9.4% |
| 6M | -42.8% | -22.8% | -20.0% | -34.6% |
| YTD | -14.7% | +79.4% | -94.1% | -52.4% |
| 1Y | -47.6% | +97.0% | -144.6% | -73.0% |
| 3Y | -20.3% | +14.2% | -34.5% | -40.6% |
| 5Y | -89.2% | -4.5% | -84.7% | -90.0% |
| 10Y | -79.2% | +463.1% | -542.3% | -91.4% |
| All | -79.2% | +468.1% | -547.3% | -91.4% |
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