-75.0%
MARA vs SWK
+3.3%
-78.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.2% |
| 7D | +6.0% | -0.4% | +6.4% | +6.3% |
| 30D | +0.6% | -5.7% | +6.3% | +5.0% |
| 3M | -18.5% | +24.1% | -42.6% | -32.0% |
| 6M | +21.7% | +24.7% | -3.0% | -0.1% |
| YTD | +25.9% | +33.9% | -8.0% | -3.4% |
| 1Y | -25.1% | +34.7% | -59.8% | -43.5% |
| 3Y | -5.7% | +15.3% | -21.0% | -23.5% |
| 5Y | -73.9% | -39.3% | -34.7% | -65.0% |
| All | -75.0% | +3.3% | -78.3% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling