-75.6%
MARA vs SW
+147.8%
-223.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | +6.0% | -5.1% | +11.1% | +7.9% |
| 30D | +0.6% | -4.6% | +5.2% | +2.1% |
| 3M | -18.5% | +9.4% | -27.9% | -21.8% |
| 6M | +21.7% | +3.5% | +18.2% | +18.4% |
| YTD | +25.9% | +22.0% | +3.9% | +14.7% |
| 1Y | -25.1% | +2.2% | -27.4% | -27.8% |
| 3Y | -5.7% | +19.6% | -25.3% | -14.1% |
| 5Y | -73.9% | -2.3% | -71.6% | -76.2% |
| All | -75.6% | +147.8% | -223.4% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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