-81.1%
MARA vs SW
+182.7%
-263.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.9% | +8.9% | +8.3% |
| 7D | -6.2% | +2.3% | -8.5% | -7.0% |
| 30D | -38.7% | +6.8% | -45.5% | -40.3% |
| 3M | -40.4% | -5.2% | -35.2% | -39.7% |
| 6M | -51.3% | +7.4% | -58.7% | -53.2% |
| YTD | -29.3% | +17.4% | -46.7% | -35.1% |
| 1Y | -60.2% | +27.1% | -87.3% | -64.6% |
| 3Y | -31.3% | +47.9% | -79.1% | -41.3% |
| 5Y | -90.1% | -2.6% | -87.5% | -90.9% |
| All | -81.1% | +182.7% | -263.8% | -86.7% |
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