+49.9%
LQD vs MARA
-77.5%
+127.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | 0.0% | +13.8% | -13.9% | -0.1% |
| 30D | -0.2% | +24.7% | -24.9% | -0.3% |
| 3M | -1.7% | -10.4% | +8.8% | -1.7% |
| 6M | -2.7% | +37.6% | -40.3% | -2.8% |
| YTD | -1.4% | +32.7% | -34.2% | -1.6% |
| 1Y | -1.0% | -25.2% | +24.2% | -1.0% |
| 3Y | +15.1% | +9.3% | +5.8% | +14.6% |
| 5Y | -5.2% | -69.3% | +64.2% | -5.6% |
| 10Y | +23.3% | -73.6% | +96.9% | +22.2% |
| All | +49.9% | -77.5% | +127.4% | +48.0% |
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 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