-81.1%
MARA vs SWK
+29.6%
-110.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.3% |
| 7D | -6.2% | +11.0% | -17.2% | -14.6% |
| 30D | -38.7% | +30.1% | -68.8% | -50.8% |
| 3M | -40.4% | +14.7% | -55.0% | -47.5% |
| 6M | -51.3% | +44.5% | -95.8% | -64.5% |
| YTD | -29.3% | +59.4% | -88.7% | -53.4% |
| 1Y | -60.2% | +77.5% | -137.7% | -76.1% |
| 3Y | -31.3% | +49.5% | -80.7% | -55.4% |
| 5Y | -90.1% | -24.9% | -65.2% | -88.8% |
| All | -81.1% | +29.6% | -110.7% | -89.2% |
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