-93.6%
MARA vs STM
+1,073.9%
-1,167.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +1.9% |
| 7D | +11.5% | +1.4% | +10.1% | +11.0% |
| 30D | -18.9% | -8.4% | -10.5% | -13.2% |
| 3M | -20.9% | -15.8% | -5.1% | -10.5% |
| 6M | -42.8% | -22.8% | -20.0% | -34.9% |
| YTD | -14.7% | +79.4% | -94.1% | -47.9% |
| 1Y | -47.6% | +97.0% | -144.6% | -70.1% |
| 3Y | -20.3% | +14.2% | -34.5% | -36.8% |
| 5Y | -89.2% | -4.5% | -84.7% | -89.5% |
| 10Y | -79.2% | +463.1% | -542.3% | -91.1% |
| All | -93.6% | +1,073.9% | -1,167.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling