-22.2%
MARA vs SWK
+24.6%
-46.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +5.8% |
| 7D | +15.6% | +0.1% | +15.5% | +15.4% |
| 30D | +17.2% | -8.9% | +26.2% | +22.1% |
| 3M | -14.2% | +20.5% | -34.6% | -22.3% |
| 6M | +47.7% | +27.1% | +20.6% | +28.9% |
| YTD | +31.7% | +30.2% | +1.6% | +11.9% |
| 1Y | -22.2% | +24.8% | -46.9% | -36.9% |
| All | -22.2% | +24.6% | -46.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SWK 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling