-23.9%
MARA vs SWKS
+11.3%
-35.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +10.1% | +9.4% | +0.6% | +4.7% |
| 30D | -15.1% | +17.0% | -32.0% | -21.9% |
| 3M | -24.1% | +28.9% | -53.0% | -35.8% |
| 6M | -45.2% | +33.1% | -78.3% | -55.3% |
| YTD | -22.2% | +44.8% | -67.0% | -41.5% |
| 1Y | -45.3% | +36.2% | -81.5% | -57.1% |
| 3Y | -23.9% | +11.5% | -35.3% | -14.9% |
| All | -23.9% | +11.3% | -35.1% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling