-6.0%
LQD vs MARA
-65.8%
+59.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.9% | -0.1% |
| 7D | -1.1% | +5.9% | -7.0% | -1.2% |
| 30D | -1.3% | +24.3% | -25.6% | -1.7% |
| 3M | -3.2% | -12.0% | +8.8% | -3.2% |
| 6M | -2.1% | +40.1% | -42.2% | -2.9% |
| YTD | -2.4% | +33.4% | -35.8% | -3.2% |
| 1Y | -2.7% | -23.7% | +21.1% | -2.8% |
| 3Y | +14.2% | +19.0% | -4.8% | +10.9% |
| All | -6.0% | -65.8% | +59.8% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling