-90.5%
MARA vs SWK
-28.9%
-61.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -4.3% |
| 7D | +22.4% | -2.0% | +24.4% | +24.2% |
| 30D | -21.0% | +24.6% | -45.6% | -34.9% |
| 3M | -25.3% | +10.8% | -36.1% | -32.6% |
| 6M | -43.4% | +46.1% | -89.5% | -59.9% |
| YTD | -19.8% | +56.8% | -76.7% | -48.0% |
| 1Y | -50.0% | +72.7% | -122.8% | -70.4% |
| 3Y | -25.1% | +49.9% | -74.9% | -54.3% |
| 5Y | -90.5% | -30.9% | -59.6% | -88.9% |
| All | -90.5% | -28.9% | -61.7% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling