-57.4%
MARA vs SWK
+79.5%
-136.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.7% | +3.7% |
| 7D | +3.3% | +10.7% | -7.4% | 0.0% |
| 30D | -31.2% | +33.3% | -64.5% | -38.5% |
| 3M | -34.2% | +14.7% | -48.9% | -37.4% |
| 6M | -48.7% | +48.5% | -97.2% | -56.8% |
| YTD | -26.1% | +63.9% | -89.9% | -42.9% |
| All | -57.4% | +79.5% | -136.9% | -69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling