-90.5%
MARA vs SWK
+93.3%
-183.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.2% |
| 7D | +6.0% | -0.4% | +6.4% | +6.3% |
| 30D | +0.6% | -5.7% | +6.3% | +4.9% |
| 3M | -18.5% | +24.1% | -42.6% | -31.6% |
| 6M | +21.7% | +24.7% | -3.0% | +0.7% |
| YTD | +25.9% | +33.9% | -8.0% | -2.4% |
| 1Y | -25.1% | +34.7% | -59.8% | -42.9% |
| 3Y | -5.7% | +15.3% | -21.0% | -22.6% |
| 5Y | -73.9% | -39.3% | -34.7% | -65.2% |
| 10Y | -75.6% | +2.5% | -78.1% | -78.2% |
| All | -90.5% | +93.3% | -183.8% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling