+209.9%
BKNG vs MARA
-74.3%
+284.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.2% |
| 7D | -9.8% | +5.9% | -15.7% | -10.0% |
| 30D | -17.9% | +24.3% | -42.1% | -18.8% |
| 3M | +6.6% | -12.0% | +18.5% | +6.6% |
| 6M | +1.1% | +40.1% | -39.0% | -1.2% |
| YTD | -18.2% | +33.4% | -51.6% | -20.3% |
| 1Y | -20.2% | -23.7% | +3.6% | -20.6% |
| 3Y | +39.9% | +19.0% | +20.9% | +32.4% |
| 5Y | +93.1% | -66.5% | +159.6% | +82.0% |
| All | +209.9% | -74.3% | +284.2% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling