-31.3%
MARA vs SW
+39.0%
-70.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.9% | +8.9% | +8.5% |
| 7D | -6.2% | +2.3% | -8.5% | -7.3% |
| 30D | -38.7% | +6.8% | -45.5% | -41.0% |
| 3M | -40.4% | -5.2% | -35.2% | -39.4% |
| 6M | -51.3% | +7.4% | -58.7% | -54.4% |
| YTD | -29.3% | +17.4% | -46.7% | -39.1% |
| 1Y | -60.2% | +27.1% | -87.3% | -67.6% |
| 3Y | -31.3% | +47.9% | -79.1% | -52.3% |
| All | -31.3% | +39.0% | -70.3% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling