-8.0%
DHR vs MARA
+8.3%
-16.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.9% |
| 7D | -5.0% | -1.5% | -3.5% | -4.9% |
| 30D | -3.3% | +18.1% | -21.4% | -4.2% |
| 3M | +9.4% | -9.4% | +18.9% | +9.3% |
| 6M | +3.2% | +33.4% | -30.2% | +0.6% |
| YTD | -12.0% | +27.3% | -39.3% | -14.4% |
| 1Y | +4.9% | -27.9% | +32.8% | +4.5% |
| All | -8.0% | +8.3% | -16.4% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling