-74.1%
MARA vs SU
+267.2%
-341.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +5.0% | +4.9% |
| 7D | +5.9% | +2.2% | +3.7% | +4.7% |
| 30D | +24.3% | +8.4% | +15.8% | +18.7% |
| 3M | -12.0% | +12.1% | -24.1% | -18.3% |
| 6M | +40.1% | +19.7% | +20.4% | +23.8% |
| YTD | +33.4% | +58.4% | -25.0% | +1.4% |
| 1Y | -23.7% | +67.2% | -91.0% | -43.9% |
| 3Y | +19.0% | +125.0% | -106.1% | -28.1% |
| 5Y | -66.5% | +355.1% | -421.5% | -86.8% |
| All | -74.1% | +267.2% | -341.3% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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