-90.5%
MARA vs STM
+1,223.3%
-1,313.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.8% |
| 7D | +6.0% | +5.8% | +0.2% | +2.0% |
| 30D | +0.6% | -1.0% | +1.6% | +1.1% |
| 3M | -18.5% | -33.3% | +14.7% | +4.6% |
| 6M | +21.7% | +57.4% | -35.6% | -17.3% |
| YTD | +25.9% | +102.2% | -76.2% | -29.5% |
| 1Y | -25.1% | +99.6% | -124.7% | -58.2% |
| 3Y | -5.7% | +14.5% | -20.3% | -25.6% |
| 5Y | -73.9% | +21.4% | -95.3% | -78.4% |
| 10Y | -75.6% | +695.0% | -770.6% | -91.4% |
| All | -90.5% | +1,223.3% | -1,313.9% | -98.5% |
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