-82.1%
MARA vs SWK
+32.9%
-115.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.7% | +2.5% |
| 7D | +3.3% | +10.7% | -7.4% | -5.5% |
| 30D | -31.2% | +33.3% | -64.5% | -45.7% |
| 3M | -34.2% | +14.7% | -48.9% | -41.9% |
| 6M | -48.7% | +48.5% | -97.2% | -63.4% |
| YTD | -26.1% | +63.9% | -89.9% | -52.3% |
| 1Y | -58.2% | +80.4% | -138.6% | -75.1% |
| 3Y | -28.1% | +58.1% | -86.2% | -55.3% |
| 5Y | -91.3% | -24.5% | -66.8% | -90.3% |
| 10Y | -82.1% | +29.5% | -111.6% | -89.7% |
| All | -82.1% | +32.9% | -115.0% | -89.7% |
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