-76.0%
MARA vs Z
+25.1%
-101.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.3% |
| 7D | +6.0% | -3.0% | +9.0% | +8.0% |
| 30D | +0.6% | -4.2% | +4.8% | +2.1% |
| 3M | -18.5% | -3.7% | -14.8% | -19.3% |
| 6M | +21.7% | -24.5% | +46.3% | +36.7% |
| YTD | +25.9% | -49.3% | +75.2% | +75.0% |
| 1Y | -25.1% | -58.7% | +33.5% | +16.1% |
| 3Y | -5.7% | -34.1% | +28.4% | +8.3% |
| 5Y | -73.9% | -64.5% | -9.4% | -60.8% |
| 10Y | -75.6% | -0.5% | -75.1% | -72.3% |
| All | -76.0% | +25.1% | -101.1% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling