-36.4%
MARA vs SWK
+46.5%
-82.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.6% | -11.8% | -13.0% |
| 7D | -18.0% | +11.3% | -29.2% | -23.4% |
| 30D | -46.4% | +28.1% | -74.5% | -54.0% |
| 3M | -47.7% | +12.6% | -60.3% | -51.7% |
| 6M | -51.6% | +51.7% | -103.4% | -63.0% |
| YTD | -34.5% | +60.0% | -94.5% | -52.4% |
| 1Y | -65.7% | +72.7% | -138.3% | -76.3% |
| All | -36.4% | +46.5% | -82.9% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling