-25.2%
MARA vs AVAV
-40.1%
+15.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.1% | +2.5% |
| 7D | +13.8% | -3.2% | +17.0% | +15.0% |
| 30D | +24.7% | -25.6% | +50.2% | +36.3% |
| 3M | -10.4% | -20.2% | +9.8% | -6.7% |
| 6M | +37.6% | -38.1% | +75.7% | +57.8% |
| YTD | +32.7% | -41.8% | +74.5% | +47.4% |
| 1Y | -25.2% | -39.0% | +13.9% | -17.0% |
| All | -25.2% | -40.1% | +15.0% | -17.0% |
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