-82.1%
MARA vs SWKS
+37.5%
-119.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.9% |
| 7D | +3.3% | -2.7% | +6.0% | +6.0% |
| 30D | -31.2% | +8.5% | -39.7% | -35.4% |
| 3M | -34.2% | +17.3% | -51.5% | -44.6% |
| 6M | -48.7% | +25.1% | -73.8% | -60.5% |
| YTD | -26.1% | +33.3% | -59.4% | -48.5% |
| 1Y | -58.2% | +22.9% | -81.1% | -68.5% |
| 3Y | -28.1% | +5.5% | -33.6% | -44.3% |
| 5Y | -91.3% | -41.9% | -49.4% | -87.4% |
| 10Y | -82.1% | +32.4% | -114.5% | -79.6% |
| All | -82.1% | +37.5% | -119.6% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling