-56.0%
MARA vs ADVB
-97.4%
+41.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.0% | +4.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.4% |
| 30D | -31.2% | -61.4% | +30.2% | -28.4% |
| 3M | -34.2% | -67.8% | +33.6% | -31.8% |
| 6M | -48.7% | -66.9% | +18.2% | -49.0% |
| YTD | -26.1% | -64.9% | +38.8% | -28.5% |
| 1Y | -58.2% | -74.8% | +16.6% | -58.8% |
| All | -56.0% | -97.4% | +41.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling