-90.8%
MARA vs SW
-1.6%
-89.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.5% | -12.9% | -13.7% |
| 7D | -18.0% | +4.7% | -22.6% | -19.8% |
| 30D | -46.4% | +5.0% | -51.4% | -47.8% |
| 3M | -47.7% | -7.3% | -40.4% | -46.2% |
| 6M | -51.6% | +15.0% | -66.6% | -55.9% |
| YTD | -34.5% | +18.5% | -53.0% | -42.5% |
| 1Y | -65.7% | +27.1% | -92.8% | -71.1% |
| 3Y | -37.5% | +49.3% | -86.8% | -51.8% |
| 5Y | -90.8% | -1.6% | -89.2% | -92.3% |
| All | -90.8% | -1.6% | -89.2% | -92.3% |
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 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