-21.6%
MARA vs ADVB
-88.8%
+67.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +4.8% |
| 7D | +15.6% | -14.0% | +29.6% | +16.3% |
| 30D | +17.2% | +41.0% | -23.7% | +14.7% |
| 3M | -14.2% | +127.9% | -142.1% | -21.0% |
| 6M | +47.7% | +101.3% | -53.7% | +32.7% |
| YTD | +31.7% | +53.8% | -22.0% | +20.3% |
| 1Y | -22.2% | +4.4% | -26.6% | -28.3% |
| All | -21.6% | -88.8% | +67.2% | +2.7% |
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