-75.0%
MARA vs SWKS
+25.6%
-100.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -5.4% |
| 7D | +6.0% | +12.5% | -6.5% | -4.1% |
| 30D | +0.6% | +10.5% | -9.9% | -8.2% |
| 3M | -18.5% | -7.4% | -11.1% | -14.3% |
| 6M | +21.7% | +32.7% | -10.9% | -9.1% |
| YTD | +25.9% | +19.2% | +6.8% | 0.0% |
| 1Y | -25.1% | +2.4% | -27.5% | -32.7% |
| 3Y | -5.7% | -25.6% | +19.9% | +3.7% |
| 5Y | -73.9% | -53.4% | -20.5% | -53.8% |
| All | -75.0% | +25.6% | -100.6% | -69.2% |
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