+18.4%
MARA vs A
+29.6%
-11.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.6% |
| 7D | +13.8% | -4.4% | +18.2% | +16.6% |
| 30D | +24.7% | -2.7% | +27.4% | +26.9% |
| 3M | -10.4% | +7.0% | -17.5% | -14.0% |
| 6M | +37.6% | +24.6% | +13.0% | +18.5% |
| YTD | +32.7% | +7.0% | +25.7% | +26.5% |
| 1Y | -25.2% | +15.6% | -40.7% | -32.7% |
| All | +18.4% | +29.6% | -11.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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