-94.4%
MARA vs STM
+1,030.2%
-1,124.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | -0.1% |
| 7D | +3.3% | -5.6% | +8.8% | +8.0% |
| 30D | -31.2% | -14.4% | -16.7% | -22.9% |
| 3M | -34.2% | -20.5% | -13.7% | -22.5% |
| 6M | -48.7% | -24.5% | -24.2% | -40.8% |
| YTD | -26.1% | +72.7% | -98.7% | -53.7% |
| 1Y | -58.2% | +91.0% | -149.2% | -75.7% |
| 3Y | -28.1% | +13.5% | -41.6% | -42.8% |
| 5Y | -91.3% | -9.2% | -82.1% | -91.3% |
| 10Y | -82.1% | +422.5% | -504.6% | -92.0% |
| All | -94.4% | +1,030.2% | -1,124.7% | -99.0% |
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