-8.5%
MARA vs AVAV
+24.2%
-32.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | +6.0% | -2.2% | +8.2% | +6.8% |
| 30D | +0.6% | -13.9% | +14.6% | +4.4% |
| 3M | -18.5% | -29.2% | +10.7% | -11.2% |
| 6M | +21.7% | -36.1% | +57.9% | +35.3% |
| YTD | +25.9% | -40.2% | +66.1% | +41.1% |
| 1Y | -25.1% | -36.2% | +11.1% | -16.6% |
| All | -8.5% | +24.2% | -32.7% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling