+444.5%
DIA vs MARA
-77.7%
+522.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.2% |
| 7D | +0.1% | +15.6% | -15.6% | -0.2% |
| 30D | -2.1% | +17.2% | -19.3% | -2.4% |
| 3M | +4.2% | -14.2% | +18.3% | +4.3% |
| 6M | +11.9% | +47.7% | -35.8% | +10.7% |
| YTD | +10.8% | +31.7% | -20.9% | +9.7% |
| 1Y | +17.5% | -22.2% | +39.7% | +17.3% |
| 3Y | +59.9% | +8.4% | +51.5% | +56.6% |
| 5Y | +64.1% | -68.3% | +132.4% | +60.3% |
| 10Y | +246.2% | -74.9% | +321.1% | +217.0% |
| All | +444.5% | -77.7% | +522.2% | +395.4% |
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