+440.9%
DIA vs MARA
-86.8%
+527.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | +2.1% | +10.1% | -7.9% | +1.9% |
| 30D | +1.5% | -15.1% | +16.5% | +1.7% |
| 3M | -2.4% | -24.1% | +21.7% | -2.1% |
| 6M | +6.0% | -45.2% | +51.1% | +6.8% |
| YTD | +10.1% | -22.2% | +32.2% | +10.0% |
| 1Y | +11.8% | -45.3% | +57.1% | +12.4% |
| 3Y | +59.7% | -23.9% | +83.6% | +57.5% |
| 5Y | +57.9% | -90.8% | +148.7% | +57.0% |
| 10Y | +236.2% | -81.0% | +317.2% | +210.2% |
| All | +440.9% | -86.8% | +527.7% | +396.4% |
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