-81.6%
MARA vs Z
-19.3%
-62.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -4.7% |
| 7D | +22.4% | -4.9% | +27.4% | +25.6% |
| 30D | -21.0% | +3.0% | -23.9% | -24.6% |
| 3M | -25.3% | -13.4% | -11.9% | -22.7% |
| 6M | -43.4% | -27.3% | -16.1% | -36.4% |
| YTD | -19.8% | -57.8% | +38.0% | +22.7% |
| 1Y | -50.0% | -60.0% | +10.0% | -20.8% |
| 3Y | -25.1% | -21.5% | -3.6% | -26.4% |
| 5Y | -90.5% | -55.0% | -35.6% | -86.6% |
| All | -81.6% | -19.3% | -62.4% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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