-28.0%
DHR vs MARA
-65.8%
+37.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.5% |
| 7D | -3.6% | +5.9% | -9.5% | -4.0% |
| 30D | -2.7% | +24.3% | -27.0% | -4.3% |
| 3M | +10.9% | -12.0% | +22.9% | +11.1% |
| 6M | +3.0% | +40.1% | -37.1% | -0.5% |
| YTD | -12.2% | +33.4% | -45.6% | -15.5% |
| 1Y | +3.3% | -23.7% | +27.1% | +2.6% |
| 3Y | -8.2% | +19.0% | -27.2% | -17.8% |
| All | -28.0% | -65.8% | +37.8% | -36.1% |
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