-71.3%
MARA vs SW
-2.3%
-69.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | +6.0% | -5.1% | +11.1% | +8.6% |
| 30D | +0.6% | -4.6% | +5.2% | +2.7% |
| 3M | -18.5% | +9.4% | -27.9% | -23.1% |
| 6M | +21.7% | +3.5% | +18.2% | +17.0% |
| YTD | +25.9% | +22.0% | +3.9% | +10.1% |
| 1Y | -25.1% | +2.2% | -27.4% | -29.1% |
| 3Y | -5.7% | +19.6% | -25.3% | -19.0% |
| All | -71.3% | -2.3% | -69.0% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling