-57.4%
MARA vs AVAV
-62.5%
+5.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -8.0% | +0.5% |
| 7D | +3.3% | +3.2% | +0.1% | +2.1% |
| 30D | -31.2% | -7.4% | -23.8% | -29.9% |
| 3M | -34.2% | -32.0% | -2.2% | -27.3% |
| 6M | -48.7% | -24.6% | -24.1% | -47.3% |
| YTD | -26.1% | -47.5% | +21.5% | -17.4% |
| All | -57.4% | -62.5% | +5.1% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling