+244.3%
DIA vs MARA
-75.5%
+319.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.5% |
| 7D | -3.0% | -1.5% | -1.5% | -3.0% |
| 30D | -3.0% | +18.1% | -21.1% | -3.6% |
| 3M | +4.5% | -9.4% | +13.9% | +4.5% |
| 6M | +9.8% | +33.4% | -23.6% | +8.3% |
| YTD | +9.3% | +27.3% | -18.0% | +7.7% |
| 1Y | +16.0% | -27.9% | +43.9% | +15.9% |
| 3Y | +57.7% | +4.8% | +53.0% | +52.7% |
| 5Y | +63.8% | -68.0% | +131.8% | +57.6% |
| All | +244.3% | -75.5% | +319.7% | +209.9% |
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 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