-52.3%
MARA vs ADVB
-95.9%
+43.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +42.7% | -48.7% | -8.0% |
| 7D | +22.4% | +74.2% | -51.8% | +18.6% |
| 30D | -21.0% | -35.9% | +14.9% | -20.1% |
| 3M | -25.3% | -56.4% | +31.1% | -23.9% |
| 6M | -43.4% | -36.7% | -6.7% | -45.8% |
| YTD | -19.8% | -43.3% | +23.5% | -24.6% |
| 1Y | -50.0% | -63.4% | +13.4% | -51.9% |
| All | -52.3% | -95.9% | +43.6% | -35.6% |
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