-91.6%
MARA vs SWKS
-42.6%
-49.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.0% |
| 7D | -6.2% | -6.2% | 0.0% | -0.8% |
| 30D | -38.7% | -1.5% | -37.2% | -37.9% |
| 3M | -40.4% | +23.0% | -63.3% | -52.4% |
| 6M | -51.3% | +27.6% | -78.9% | -63.7% |
| YTD | -29.3% | +32.3% | -61.6% | -51.7% |
| 1Y | -60.2% | +20.1% | -80.3% | -70.0% |
| 3Y | -31.3% | +0.6% | -31.9% | -48.0% |
| All | -91.6% | -42.6% | -49.0% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling