-80.3%
MARA vs SWK
+26.9%
-107.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +11.6% |
| 7D | +2.5% | +11.3% | -8.8% | -6.6% |
| 30D | -23.9% | +31.5% | -55.4% | -39.4% |
| 3M | -23.2% | +14.4% | -37.7% | -32.2% |
| 6M | -43.3% | +46.4% | -89.7% | -59.2% |
| YTD | -18.3% | +61.6% | -79.8% | -46.8% |
| 1Y | -52.9% | +78.7% | -131.6% | -71.8% |
| 3Y | -23.6% | +54.4% | -78.0% | -51.7% |
| 5Y | -88.7% | -25.3% | -63.4% | -87.3% |
| 10Y | -80.3% | +22.4% | -102.7% | -89.4% |
| All | -80.3% | +26.9% | -107.2% | -89.4% |
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