-71.3%
MARA vs SWK
-38.7%
-32.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.2% |
| 7D | +6.0% | -0.4% | +6.4% | +6.4% |
| 30D | +0.6% | -5.7% | +6.3% | +5.3% |
| 3M | -18.5% | +24.1% | -42.6% | -33.0% |
| 6M | +21.7% | +24.7% | -3.0% | -1.6% |
| YTD | +25.9% | +33.9% | -8.0% | -5.7% |
| 1Y | -25.1% | +34.7% | -59.8% | -45.0% |
| 3Y | -5.7% | +15.3% | -21.0% | -25.8% |
| All | -71.3% | -38.7% | -32.6% | -56.2% |
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 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