-82.1%
MARA vs AVAV
+423.1%
-505.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -8.0% | -0.9% |
| 7D | +3.3% | +3.2% | +0.1% | +2.0% |
| 30D | -31.2% | -7.4% | -23.8% | -29.0% |
| 3M | -34.2% | -32.0% | -2.2% | -23.4% |
| 6M | -48.7% | -24.6% | -24.1% | -45.9% |
| YTD | -26.1% | -47.5% | +21.5% | -11.4% |
| 1Y | -58.2% | -61.5% | +3.3% | -42.2% |
| 3Y | -28.1% | +5.5% | -33.5% | -45.3% |
| 5Y | -91.3% | +35.7% | -127.0% | -94.4% |
| 10Y | -82.1% | +379.1% | -461.2% | -83.8% |
| All | -82.1% | +423.1% | -505.2% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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