+847.3%
DHR vs MARA
-77.5%
+924.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | -2.4% | +13.8% | -16.3% | -2.7% |
| 30D | -2.2% | +24.7% | -26.8% | -2.7% |
| 3M | +9.0% | -10.4% | +19.4% | +9.0% |
| 6M | +3.5% | +37.6% | -34.2% | +2.4% |
| YTD | -10.1% | +32.7% | -42.9% | -11.1% |
| 1Y | +6.2% | -25.2% | +31.4% | +6.0% |
| 3Y | -5.4% | +9.3% | -14.6% | -7.7% |
| 5Y | -27.9% | -69.3% | +41.5% | -29.8% |
| 10Y | +215.7% | -73.6% | +289.3% | +188.0% |
| All | +847.3% | -77.5% | +924.8% | +760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling