+58.3%
DIA vs MARA
+13.0%
+45.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.2% | +13.8% | -15.1% | -2.0% |
| 30D | -2.7% | +24.7% | -27.4% | -4.2% |
| 3M | +3.3% | -10.4% | +13.7% | +3.4% |
| 6M | +10.4% | +37.6% | -27.2% | +7.2% |
| YTD | +10.0% | +32.7% | -22.7% | +6.4% |
| 1Y | +16.2% | -25.2% | +41.3% | +15.7% |
| All | +58.3% | +13.0% | +45.4% | +47.0% |
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