-68.3%
MARA vs STM
+20.9%
-89.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.0% |
| 7D | +15.6% | +5.2% | +10.4% | +10.9% |
| 30D | +17.2% | -7.4% | +24.6% | +25.1% |
| 3M | -14.2% | -30.6% | +16.5% | +11.1% |
| 6M | +47.7% | +66.4% | -18.7% | -17.9% |
| YTD | +31.7% | +101.1% | -69.4% | -40.3% |
| 1Y | -22.2% | +97.4% | -119.5% | -64.9% |
| 3Y | +8.4% | +21.1% | -12.7% | -25.8% |
| 5Y | -68.3% | +22.5% | -90.7% | -75.4% |
| All | -68.3% | +20.9% | -89.2% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling