+60.2%
SCHD vs MARA
-65.8%
+126.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | +0.2% |
| 7D | -2.0% | +5.9% | -7.9% | -2.2% |
| 30D | -0.4% | +24.3% | -24.7% | -1.6% |
| 3M | +5.7% | -12.0% | +17.7% | +5.8% |
| 6M | +11.9% | +40.1% | -28.2% | +9.1% |
| YTD | +26.4% | +33.4% | -7.0% | +23.0% |
| 1Y | +27.6% | -23.7% | +51.4% | +27.0% |
| 3Y | +54.9% | +19.0% | +36.0% | +43.9% |
| All | +60.2% | -65.8% | +126.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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