-31.3%
MARA vs SWKS
-0.7%
-30.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.3% |
| 7D | -6.2% | -6.2% | 0.0% | -2.6% |
| 30D | -38.7% | -1.5% | -37.2% | -38.1% |
| 3M | -40.4% | +23.0% | -63.3% | -48.4% |
| 6M | -51.3% | +27.6% | -78.9% | -59.5% |
| YTD | -29.3% | +32.3% | -61.6% | -44.2% |
| 1Y | -60.2% | +20.1% | -80.3% | -66.4% |
| 3Y | -31.3% | +0.6% | -31.9% | -37.8% |
| All | -31.3% | -0.7% | -30.6% | -37.8% |
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