+25.6%
HYG vs MARA
+13.6%
+12.1%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.1% |
| 7D | -0.7% | +5.9% | -6.6% | -0.8% |
| 30D | -0.7% | +24.3% | -25.0% | -1.2% |
| 3M | -0.2% | -12.0% | +11.8% | -0.1% |
| 6M | +1.4% | +40.1% | -38.7% | +0.4% |
| YTD | +1.5% | +33.4% | -32.0% | +0.3% |
| 1Y | +2.9% | -23.7% | +26.6% | +2.7% |
| 3Y | +25.6% | +19.0% | +6.7% | +20.7% |
| All | +25.6% | +13.6% | +12.1% | +20.7% |
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 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