-94.3%
MARA vs SW
+718.0%
-812.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.1% | -5.2% |
| 7D | -6.5% | +12.1% | -18.6% | -9.7% |
| 30D | -38.5% | +6.6% | -45.1% | -39.8% |
| 3M | -41.5% | -6.0% | -35.5% | -40.8% |
| 6M | -41.9% | +21.5% | -63.4% | -45.7% |
| YTD | -23.5% | +20.3% | -43.8% | -29.0% |
| 1Y | -58.7% | +28.1% | -86.8% | -62.4% |
| 3Y | -27.0% | +51.6% | -78.6% | -35.6% |
| 5Y | -89.3% | -0.1% | -89.2% | -90.1% |
| 10Y | -79.7% | +189.7% | -269.4% | -83.4% |
| All | -94.3% | +718.0% | -812.2% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling